JP Morgan Put 180 DHI 21.02.2025
/ DE000JT58659
JP Morgan Put 180 DHI 21.02.2025/ DE000JT58659 /
| 10/16/2024 10:18:02 AM |
Chg.-0.040 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-4.12% |
0.840
Bid Size: 2,000 |
0.910
Ask Size: 2,000 |
D R Horton Inc |
180.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JT5865 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
7/24/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-0.86 |
| Time value: |
0.91 |
| Break-even: |
156.30 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
7.61% |
| Delta: |
-0.34 |
| Theta: |
-0.04 |
| Omega: |
-6.54 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.70% |
| 1 Month |
|
|
+1.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.970 |
| 1M High / 1M Low: |
1.160 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.986 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
