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JP Morgan Put 190 DHI 13.09.2024/  DE000JT61TN1  /

EUWAX
9/9/2024  8:29:59 AM Chg.-0.210 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.570EUR -26.92% -
Bid Size: -		 -
Ask Size: -		 D R Horton Inc 190.00 USD 9/13/2024 Put
 

Master data

WKN: JT61TN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Put
Strike price: 190.00 USD
Maturity: 9/13/2024
Issue date: 8/27/2024
Last trading day: 9/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.78
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.35
Implied volatility: 0.58
Historic volatility: 0.29
Parity: 0.35
Time value: 0.26
Break-even: 165.33
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 2.98
Spread abs.: 0.05
Spread %: 8.06%
Delta: -0.62
Theta: -0.48
Omega: -17.18
Rho: -0.01
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.39%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.570
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.712
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:   -