JP Morgan Call 150 DHI 16.08.2024
/ DE000JB94Q72
JP Morgan Call 150 DHI 16.08.2024/ DE000JB94Q72 /
| 12/07/2024 17:36:01 |
Chg.+0.570 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+247.83% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
150.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB94Q7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.34 |
| Time value: |
0.50 |
| Break-even: |
145.93 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.06 |
| Spread %: |
7.69% |
| Delta: |
0.62 |
| Theta: |
-0.10 |
| Omega: |
10.40 |
| Rho: |
0.07 |
Quote data
| Open: |
0.730 |
| High: |
0.800 |
| Low: |
0.730 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+433.33% |
| 1 Month |
|
|
+63.27% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
-53.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.140 |
| 1M High / 1M Low: |
0.800 |
0.140 |
| 6M High / 6M Low: |
1.970 |
0.140 |
| High (YTD): |
02/04/2024 |
1.970 |
| Low (YTD): |
10/07/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
921.95% |
| Volatility 6M: |
|
426.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
