JP Morgan Call 160 DHI 15.11.2024
/ DE000JB9LPD7
JP Morgan Call 160 DHI 15.11.2024/ DE000JB9LPD7 /
| 16/08/2024 10:53:03 |
Chg.+0.02 |
Bid10:56:28 |
Ask10:56:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
+0.95% |
2.12
Bid Size: 2,000 |
2.18
Ask Size: 2,000 |
D R Horton Inc |
160.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JB9LPD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
1.39 |
| Time value: |
0.56 |
| Break-even: |
165.32 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
2.88% |
| Delta: |
0.75 |
| Theta: |
-0.06 |
| Omega: |
6.17 |
| Rho: |
0.25 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.93% |
| 1 Month |
|
|
+161.73% |
| 3 Months |
|
|
+59.40% |
| YTD |
|
|
+29.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.95 |
| 1M High / 1M Low: |
2.46 |
0.81 |
| 6M High / 6M Low: |
2.46 |
0.30 |
| High (YTD): |
30/07/2024 |
2.46 |
| Low (YTD): |
10/07/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
449.52% |
| Volatility 6M: |
|
313.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
