JP Morgan Call 165 DHI 15.11.2024
/ DE000JB9LPE5
JP Morgan Call 165 DHI 15.11.2024/ DE000JB9LPE5 /
| 9/18/2024 10:59:30 AM |
Chg.+0.03 |
Bid8:42:21 PM |
Ask8:42:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
+0.98% |
3.12
Bid Size: 30,000 |
3.14
Ask Size: 30,000 |
D R Horton Inc |
165.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.29 |
| Parity: |
2.73 |
| Time value: |
0.41 |
| Break-even: |
179.75 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
2.28% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
4.68 |
| Rho: |
0.18 |
Quote data
| Open: |
3.08 |
| High: |
3.08 |
| Low: |
3.08 |
| Previous Close: |
3.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.19% |
| 1 Month |
|
|
+70.17% |
| 3 Months |
|
|
+584.44% |
| YTD |
|
|
+113.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.35 |
| 1M High / 1M Low: |
3.17 |
1.92 |
| 6M High / 6M Low: |
3.17 |
0.22 |
| High (YTD): |
9/16/2024 |
3.17 |
| Low (YTD): |
7/10/2024 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.12% |
| Volatility 6M: |
|
343.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
