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: |
|
- |
