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JP Morgan Call 145 DHI 17.01.2025/  DE000JL1W6T2  /

EUWAX
09/09/2024  10:06:55 Chg.+0.40 Bid21:59:44 Ask21:59:44 Underlying Strike price Expiration date Option type
4.25EUR +10.39% 4.29
Bid Size: 2,000		 4.38
Ask Size: 2,000		 D R Horton Inc 145.00 - 17/01/2025 Call
 

Master data

WKN: JL1W6T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 17/01/2025
Issue date: 05/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.94
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 2.29
Implied volatility: 0.78
Historic volatility: 0.29
Parity: 2.29
Time value: 1.97
Break-even: 187.60
Moneyness: 1.16
Premium: 0.12
Premium p.a.: 0.37
Spread abs.: 0.09
Spread %: 2.16%
Delta: 0.72
Theta: -0.11
Omega: 2.83
Rho: 0.28
 

Quote data

Open: 4.25
High: 4.25
Low: 4.25
Previous Close: 3.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.52%
1 Month  
+25.00%
3 Months  
+193.10%
YTD  
+63.46%
1 Year  
+248.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.36 3.85
1M High / 1M Low: 4.70 3.25
6M High / 6M Low: 4.70 0.89
High (YTD): 26/08/2024 4.70
Low (YTD): 05/07/2024 0.89
52W High: 26/08/2024 4.70
52W Low: 25/10/2023 0.58
Avg. price 1W:   4.13
Avg. volume 1W:   0.00
Avg. price 1M:   3.93
Avg. volume 1M:   0.00
Avg. price 6M:   2.38
Avg. volume 6M:   0.00
Avg. price 1Y:   2.00
Avg. volume 1Y:   0.00
Volatility 1M:   89.83%
Volatility 6M:   200.55%
Volatility 1Y:   165.76%
Volatility 3Y:   -