JP Morgan Call 165 DHI 21.02.2025
/ DE000JT2FXZ1
JP Morgan Call 165 DHI 21.02.2025/ DE000JT2FXZ1 /
| 16/08/2024 10:31:38 |
Chg.+0.06 |
Bid18:35:06 |
Ask18:35:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
+2.64% |
2.34
Bid Size: 50,000 |
2.37
Ask Size: 50,000 |
D R Horton Inc |
165.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT2FXZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.94 |
| Time value: |
1.41 |
| Break-even: |
173.88 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
3.98% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
4.52 |
| Rho: |
0.43 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.87% |
| 1 Month |
|
|
+133.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
2.14 |
| 1M High / 1M Low: |
2.71 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
