JP Morgan Call 175 DHI 29.11.2024/  DE000JV4WEV7  /

EUWAX
2024-11-15  9:43:54 AM Chg.+0.060 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.160EUR +60.00% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 175.00 USD 2024-11-29 Call
 

Master data

WKN: JV4WEV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 175.00 USD
Maturity: 2024-11-29
Issue date: 2024-11-04
Last trading day: 2024-11-28
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 71.19
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.31
Parity: -1.07
Time value: 0.22
Break-even: 168.38
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 6.96
Spread abs.: 0.07
Spread %: 43.75%
Delta: 0.26
Theta: -0.17
Omega: 18.44
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.29%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.100
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -