JP Morgan Call 135 DHI/ DE000JT46BY7 /
| 26/07/2024 09:30:01 | Chg.- | Bid22:00:38 | Ask22:00:38 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.57EUR | - | - Bid Size: - |
- Ask Size: - |
D R Horton Inc | 135.00 - | 16/08/2024 | Call |
Master data
| WKN: | JT46BY |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | D R Horton Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 - |
| Maturity: | 16/08/2024 |
| Issue date: | 03/07/2024 |
| Last trading day: | 26/07/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.32 |
|---|---|
| Intrinsic value: | 2.32 |
| Implied volatility: | 7.31 |
| Historic volatility: | 0.30 |
| Parity: | 2.32 |
| Time value: | 1.25 |
| Break-even: | 170.70 |
| Moneyness: | 1.17 |
| Premium: | 0.08 |
| Premium p.a.: | 0.00 |
| Spread abs.: | -0.23 |
| Spread %: | -6.05% |
| Delta: | 0.73 |
| Theta: | -10.05 |
| Omega: | 3.23 |
| Rho: | 0.00 |
Quote data
| Open: | 3.57 |
|---|---|
| High: | 3.57 |
| Low: | 3.57 |
| Previous Close: | 3.36 |
| Turnover: | 0.00 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +108.77% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.88 | 1.71 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.16 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 530.74% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
