JP Morgan Call 150 DHI 20.06.2025
/ DE000JK5VQ47
JP Morgan Call 150 DHI 20.06.2025/ DE000JK5VQ47 /
| 2024-08-06 8:39:36 AM |
Chg.+0.11 |
Bid10:36:29 AM |
Ask10:36:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.81EUR |
+2.97% |
3.80
Bid Size: 2,000 |
4.00
Ask Size: 2,000 |
D R Horton Inc |
150.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK5VQ4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
2.17 |
| Time value: |
1.66 |
| Break-even: |
175.24 |
| Moneyness: |
1.16 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.46 |
| Spread %: |
13.55% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
3.07 |
| Rho: |
0.69 |
Quote data
| Open: |
3.81 |
| High: |
3.81 |
| Low: |
3.81 |
| Previous Close: |
3.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.03% |
| 1 Month |
|
|
+220.17% |
| 3 Months |
|
|
+67.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.12 |
3.70 |
| 1M High / 1M Low: |
4.12 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
