JP Morgan Call 155 DHI 15.11.2024
/ DE000JB9LPC9
JP Morgan Call 155 DHI 15.11.2024/ DE000JB9LPC9 /
9/11/2024 10:52:48 AM |
Chg.-0.03 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.23EUR |
-0.92% |
3.09 Bid Size: 2,000 |
3.16 Ask Size: 2,000 |
D R Horton Inc |
155.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JB9LPC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
12/21/2023 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.09 |
Intrinsic value: |
2.95 |
Implied volatility: |
0.16 |
Historic volatility: |
0.29 |
Parity: |
2.95 |
Time value: |
0.09 |
Break-even: |
171.05 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.06 |
Spread %: |
2.13% |
Delta: |
1.00 |
Theta: |
-0.01 |
Omega: |
5.59 |
Rho: |
0.25 |
Quote data
Open: |
3.23 |
High: |
3.23 |
Low: |
3.23 |
Previous Close: |
3.26 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.95% |
1 Month |
|
|
+30.77% |
3 Months |
|
|
+361.43% |
YTD |
|
|
+74.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.29 |
2.82 |
1M High / 1M Low: |
3.67 |
2.27 |
6M High / 6M Low: |
3.67 |
0.39 |
High (YTD): |
8/26/2024 |
3.67 |
Low (YTD): |
7/5/2024 |
0.39 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.99 |
Avg. volume 1M: |
|
10.91 |
Avg. price 6M: |
|
1.65 |
Avg. volume 6M: |
|
1.89 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.09% |
Volatility 6M: |
|
283.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |