JP Morgan Put 185 DHI 17.01.2025
/ DE000JT6W570
JP Morgan Put 185 DHI 17.01.2025/ DE000JT6W570 /
| 9/18/2024 11:48:39 AM |
Chg.0.000 |
Bid6:02:04 PM |
Ask6:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
0.00% |
0.990
Bid Size: 50,000 |
1.010
Ask Size: 50,000 |
D R Horton Inc |
185.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JT6W57 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
185.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/23/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-0.93 |
| Time value: |
0.88 |
| Break-even: |
157.52 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.06 |
| Spread %: |
7.69% |
| Delta: |
-0.33 |
| Theta: |
-0.05 |
| Omega: |
-6.68 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.83% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.840 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
