JP Morgan Call 165 DHI 15.11.2024
/ DE000JB9LPE5
JP Morgan Call 165 DHI 15.11.2024/ DE000JB9LPE5 /
| 18/10/2024 11:09:44 |
Chg.-0.14 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-5.09% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
165.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JB9LPE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.29 |
| Parity: |
2.72 |
| Time value: |
0.24 |
| Break-even: |
181.42 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
2.78% |
| Delta: |
0.87 |
| Theta: |
-0.12 |
| Omega: |
5.25 |
| Rho: |
0.09 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.50% |
| 1 Month |
|
|
-18.94% |
| 3 Months |
|
|
+29.85% |
| YTD |
|
|
+81.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
2.04 |
| 1M High / 1M Low: |
3.22 |
2.00 |
| 6M High / 6M Low: |
3.22 |
0.22 |
| High (YTD): |
19/09/2024 |
3.22 |
| Low (YTD): |
10/07/2024 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.07% |
| Volatility 6M: |
|
340.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
