JP Morgan Put 125 DHI 15.11.2024
/ DE000JB9DQJ9
JP Morgan Put 125 DHI 15.11.2024/ DE000JB9DQJ9 /
| 2024-06-04 10:59:45 AM |
Chg.+0.010 |
Bid5:28:02 PM |
Ask5:28:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
0.400
Bid Size: 50,000 |
0.420
Ask Size: 50,000 |
D R Horton Inc |
125.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JB9DQJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-2.01 |
| Time value: |
0.44 |
| Break-even: |
110.20 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.08 |
| Spread %: |
22.22% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-6.21 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.50% |
| 1 Month |
|
|
-15.91% |
| 3 Months |
|
|
-26.00% |
| YTD |
|
|
-41.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-19 |
0.800 |
| Low (YTD): |
2024-05-16 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
