JP Morgan Call 150 DHI 16.08.2024
/ DE000JB94Q72
JP Morgan Call 150 DHI 16.08.2024/ DE000JB94Q72 /
| 26/07/2024 10:50:23 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
150.00 - |
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 - |
| Maturity: |
16/08/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
26/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
2.50 |
| Historic volatility: |
0.30 |
| Parity: |
0.85 |
| Time value: |
1.57 |
| Break-even: |
174.20 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.03 |
| Spread %: |
-1.22% |
| Delta: |
0.63 |
| Theta: |
-1.61 |
| Omega: |
4.13 |
| Rho: |
0.01 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+882.61% |
| 3 Months |
|
|
+132.99% |
| YTD |
|
|
+30.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.53 |
0.23 |
| 6M High / 6M Low: |
2.53 |
0.14 |
| High (YTD): |
23/07/2024 |
2.53 |
| Low (YTD): |
10/07/2024 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,370.36% |
| Volatility 6M: |
|
503.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
