JP Morgan Call 145 DHI 17.01.2025
/ DE000JL1W6T2
JP Morgan Call 145 DHI 17.01.2025/ DE000JL1W6T2 /
| 11/15/2024 9:57:55 AM |
Chg.+0.22 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+11.46% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
145.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
5/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.31 |
| Parity: |
1.05 |
| Time value: |
1.13 |
| Break-even: |
166.80 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.06 |
| Spread %: |
2.83% |
| Delta: |
0.66 |
| Theta: |
-0.12 |
| Omega: |
4.73 |
| Rho: |
0.14 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
1.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.20% |
| 1 Month |
|
|
-48.68% |
| 3 Months |
|
|
-37.24% |
| YTD |
|
|
-17.69% |
| 1 Year |
|
|
+53.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
1.92 |
| 1M High / 1M Low: |
4.84 |
1.92 |
| 6M High / 6M Low: |
4.93 |
0.89 |
| High (YTD): |
9/19/2024 |
4.93 |
| Low (YTD): |
7/5/2024 |
0.89 |
| 52W High: |
9/19/2024 |
4.93 |
| 52W Low: |
7/5/2024 |
0.89 |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.55 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
203.50% |
| Volatility 6M: |
|
205.53% |
| Volatility 1Y: |
|
168.84% |
| Volatility 3Y: |
|
- |
