JP Morgan Put 70 DHI 17.01.2025/  DE000JL09D61  /

EUWAX
17/07/2024  09:54:38 Chg.-0.002 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.025EUR -7.41% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 70.00 - 17/01/2025 Put
 

Master data

WKN: JL09D6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -45.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.29
Parity: -7.88
Time value: 0.33
Break-even: 66.70
Moneyness: 0.47
Premium: 0.55
Premium p.a.: 1.39
Spread abs.: 0.31
Spread %: 1,220.00%
Delta: -0.06
Theta: -0.03
Omega: -2.79
Rho: -0.06
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -16.67%
3 Months
  -66.22%
YTD
  -77.27%
1 Year
  -91.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.024
1M High / 1M Low: 0.040 0.024
6M High / 6M Low: 0.110 0.024
High (YTD): 03/01/2024 0.130
Low (YTD): 11/07/2024 0.024
52W High: 20/10/2023 0.480
52W Low: 11/07/2024 0.024
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.057
Avg. volume 6M:   0.000
Avg. price 1Y:   0.171
Avg. volume 1Y:   0.000
Volatility 1M:   175.16%
Volatility 6M:   183.91%
Volatility 1Y:   149.70%
Volatility 3Y:   -