JP Morgan Call 145 DHI 21.02.2025
/ DE000JT2DSY9
JP Morgan Call 145 DHI 21.02.2025/ DE000JT2DSY9 /
| 17/07/2024 15:54:46 |
Chg.- |
Bid08:10:44 |
Ask08:10:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
- |
2.32
Bid Size: 3,000 |
2.42
Ask Size: 3,000 |
D R Horton Inc |
145.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT2DSY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
1.58 |
| Time value: |
0.91 |
| Break-even: |
157.95 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
3.82% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
4.46 |
| Rho: |
0.52 |
Quote data
| Open: |
2.47 |
| High: |
2.60 |
| Low: |
2.47 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+113.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
1.22 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
