JP Morgan Call 165 DHI 15.11.2024
/ DE000JB9LPE5
JP Morgan Call 165 DHI 15.11.2024/ DE000JB9LPE5 /
| 16/07/2024 10:57:29 |
Chg.- |
Bid14:13:35 |
Ask14:13:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
- |
1.020
Bid Size: 3,000 |
1.080
Ask Size: 3,000 |
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: |
12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
-0.25 |
| Time value: |
1.19 |
| Break-even: |
163.25 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.08 |
| Spread %: |
7.21% |
| Delta: |
0.53 |
| Theta: |
-0.06 |
| Omega: |
6.65 |
| Rho: |
0.22 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+190.91% |
| 1 Month |
|
|
+42.22% |
| 3 Months |
|
|
-31.18% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.220 |
| 1M High / 1M Low: |
0.740 |
0.220 |
| 6M High / 6M Low: |
1.640 |
0.220 |
| High (YTD): |
02/04/2024 |
1.640 |
| Low (YTD): |
10/07/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.870 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
537.23% |
| Volatility 6M: |
|
292.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
