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JP Morgan Call 160 DHI 17.01.2025/  DE000JL7FQT5  /

EUWAX
09/07/2024  10:39:05 Chg.+0.020 Bid17:13:50 Ask17:13:50 Underlying Strike price Expiration date Option type
0.480EUR +4.35% 0.490
Bid Size: 50,000		 0.510
Ask Size: 50,000		 D R Horton Inc 160.00 - 17/01/2025 Call
 

Master data

WKN: JL7FQT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 17/01/2025
Issue date: 29/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.45
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.28
Parity: -3.43
Time value: 0.56
Break-even: 165.60
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.69
Spread abs.: 0.08
Spread %: 16.67%
Delta: 0.28
Theta: -0.04
Omega: 6.24
Rho: 0.15
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -42.86%
3 Months
  -73.48%
YTD
  -74.87%
1 Year
  -39.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.450
1M High / 1M Low: 0.790 0.450
6M High / 6M Low: 2.140 0.450
High (YTD): 22/03/2024 2.140
Low (YTD): 05/07/2024 0.450
52W High: 22/03/2024 2.140
52W Low: 25/10/2023 0.360
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.652
Avg. volume 1M:   0.000
Avg. price 6M:   1.310
Avg. volume 6M:   0.000
Avg. price 1Y:   1.134
Avg. volume 1Y:   0.000
Volatility 1M:   167.17%
Volatility 6M:   175.07%
Volatility 1Y:   152.89%
Volatility 3Y:   -