JP Morgan Call 155 DHI 16.08.2024
/ DE000JB7K0P2
JP Morgan Call 155 DHI 16.08.2024/ DE000JB7K0P2 /
| 7/10/2024 12:01:04 PM |
Chg.-0.013 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
-14.13% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
155.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB7K0P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
85.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
-1.76 |
| Time value: |
0.15 |
| Break-even: |
144.81 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
3.02 |
| Spread abs.: |
0.07 |
| Spread %: |
86.05% |
| Delta: |
0.18 |
| Theta: |
-0.06 |
| Omega: |
15.18 |
| Rho: |
0.02 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.092 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.24% |
| 1 Month |
|
|
-73.67% |
| 3 Months |
|
|
-91.32% |
| YTD |
|
|
-94.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.092 |
0.079 |
| 1M High / 1M Low: |
0.330 |
0.079 |
| 6M High / 6M Low: |
1.720 |
0.079 |
| High (YTD): |
3/22/2024 |
1.720 |
| Low (YTD): |
7/10/2024 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.846 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.51% |
| Volatility 6M: |
|
276.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
