JP Morgan Call 130 DHI 17.01.2025
/ DE000JL0HHM0
JP Morgan Call 130 DHI 17.01.2025/ DE000JL0HHM0 /
| 7/17/2024 3:52:58 PM |
Chg.+0.77 |
Bid4:52:29 PM |
Ask4:52:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.49EUR |
+28.31% |
3.35
Bid Size: 50,000 |
3.38
Ask Size: 50,000 |
D R Horton Inc |
130.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL0HHM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/6/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.29 |
| Parity: |
1.88 |
| Time value: |
1.76 |
| Break-even: |
166.40 |
| Moneyness: |
1.14 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.10 |
| Spread %: |
2.82% |
| Delta: |
0.71 |
| Theta: |
-0.07 |
| Omega: |
2.92 |
| Rho: |
0.35 |
Quote data
| Open: |
3.36 |
| High: |
3.49 |
| Low: |
3.36 |
| Previous Close: |
2.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+114.11% |
| 1 Month |
|
|
+62.33% |
| 3 Months |
|
|
+23.76% |
| YTD |
|
|
+1.75% |
| 1 Year |
|
|
+52.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
1.63 |
| 1M High / 1M Low: |
2.90 |
1.59 |
| 6M High / 6M Low: |
3.97 |
1.59 |
| High (YTD): |
3/25/2024 |
3.97 |
| Low (YTD): |
7/8/2024 |
1.59 |
| 52W High: |
3/25/2024 |
3.97 |
| 52W Low: |
10/25/2023 |
0.90 |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
222.17% |
| Volatility 6M: |
|
142.57% |
| Volatility 1Y: |
|
124.31% |
| Volatility 3Y: |
|
- |
