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JP Morgan Call 170 DHI 17.01.2025/  DE000JL8TP13  /

EUWAX
16/08/2024  08:57:16 Chg.+0.10 Bid15:01:12 Ask15:01:12 Underlying Strike price Expiration date Option type
1.88EUR +5.62% 1.72
Bid Size: 3,000		 1.77
Ask Size: 3,000		 D R Horton Inc 170.00 USD 17/01/2025 Call
 

Master data

WKN: JL8TP1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 17/01/2025
Issue date: 18/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.50
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.48
Implied volatility: 0.37
Historic volatility: 0.30
Parity: 0.48
Time value: 1.40
Break-even: 173.73
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.07
Spread %: 3.87%
Delta: 0.62
Theta: -0.06
Omega: 5.29
Rho: 0.34
 

Quote data

Open: 1.88
High: 1.88
Low: 1.88
Previous Close: 1.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.30%
1 Month  
+161.11%
3 Months  
+60.68%
YTD  
+22.88%
1 Year  
+106.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.87 1.72
1M High / 1M Low: 2.27 0.72
6M High / 6M Low: 2.27 0.27
High (YTD): 31/07/2024 2.27
Low (YTD): 08/07/2024 0.27
52W High: 31/07/2024 2.27
52W Low: 08/07/2024 0.27
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   1.04
Avg. volume 6M:   0.00
Avg. price 1Y:   0.93
Avg. volume 1Y:   0.00
Volatility 1M:   432.87%
Volatility 6M:   307.36%
Volatility 1Y:   243.64%
Volatility 3Y:   -