JP Morgan Put 70 DHI 17.01.2025/  DE000JL09D61  /

EUWAX
2024-08-02  9:39:02 AM Chg.-0.002 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.024EUR -7.69% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 70.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.30
Parity: -9.28
Time value: 0.32
Break-even: 66.80
Moneyness: 0.43
Premium: 0.59
Premium p.a.: 1.75
Spread abs.: 0.30
Spread %: 1,677.78%
Delta: -0.05
Theta: -0.03
Omega: -2.68
Rho: -0.05
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -27.27%
3 Months
  -47.83%
YTD
  -78.18%
1 Year
  -92.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.021
1M High / 1M Low: 0.033 0.020
6M High / 6M Low: 0.110 0.020
High (YTD): 2024-01-03 0.130
Low (YTD): 2024-07-24 0.020
52W High: 2023-10-20 0.480
52W Low: 2024-07-24 0.020
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.158
Avg. volume 1Y:   0.000
Volatility 1M:   231.56%
Volatility 6M:   201.61%
Volatility 1Y:   160.16%
Volatility 3Y:   -