JP Morgan Call 140 DHI 17.01.2025
/ DE000JL0NNV7
JP Morgan Call 140 DHI 17.01.2025/ DE000JL0NNV7 /
| 8/13/2024 10:26:54 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.59EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
140.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL0NNV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/11/2023 |
| Last trading day: |
8/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
2.79 |
| Time value: |
0.90 |
| Break-even: |
176.90 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
2.50% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
3.58 |
| Rho: |
0.34 |
Quote data
| Open: |
3.59 |
| High: |
3.59 |
| Low: |
3.59 |
| Previous Close: |
3.66 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.27% |
| 3 Months |
|
|
+108.72% |
| YTD |
|
|
+25.52% |
| 1 Year |
|
|
+162.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.75 |
3.59 |
| 6M High / 6M Low: |
4.29 |
1.09 |
| High (YTD): |
7/31/2024 |
4.29 |
| Low (YTD): |
7/5/2024 |
1.09 |
| 52W High: |
7/31/2024 |
4.29 |
| 52W Low: |
10/25/2023 |
0.67 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
5.45% |
| Volatility 6M: |
|
192.88% |
| Volatility 1Y: |
|
154.46% |
| Volatility 3Y: |
|
- |
