JP Morgan Put 140 DHI 15.11.2024
/ DE000JB9LP78
JP Morgan Put 140 DHI 15.11.2024/ DE000JB9LP78 /
| 2024-05-29 10:50:56 AM |
Chg.+0.090 |
Bid1:09:33 PM |
Ask1:09:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+10.98% |
0.930
Bid Size: 3,000 |
0.980
Ask Size: 3,000 |
D R Horton Inc |
140.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JB9LP7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-13.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.26 |
| Time value: |
0.95 |
| Break-even: |
119.52 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
7.95% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-5.40 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.88% |
| 1 Month |
|
|
-1.09% |
| 3 Months |
|
|
-16.51% |
| YTD |
|
|
-12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.690 |
| 1M High / 1M Low: |
1.030 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-19 |
1.360 |
| Low (YTD): |
2024-05-16 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
