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JP Morgan Put 90 DHI 17.01.2025/  DE000JL09DA8  /

EUWAX
09/07/2024  09:57:14 Chg.0.000 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.100EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 D R Horton Inc 90.00 - 17/01/2025 Put
 

Master data

WKN: JL09DA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.87
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -3.57
Time value: 0.20
Break-even: 88.00
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.65
Spread abs.: 0.10
Spread %: 100.00%
Delta: -0.10
Theta: -0.02
Omega: -6.05
Rho: -0.07
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.09%
3 Months
  -23.08%
YTD
  -58.33%
1 Year
  -85.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.110 0.088
6M High / 6M Low: 0.260 0.077
High (YTD): 03/01/2024 0.290
Low (YTD): 16/05/2024 0.077
52W High: 20/10/2023 1.030
52W Low: 16/05/2024 0.077
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   140.69%
Volatility 6M:   155.07%
Volatility 1Y:   128.71%
Volatility 3Y:   -