JP Morgan Call 195 DHI 17.01.2025
/ DE000JB93XL8
JP Morgan Call 195 DHI 17.01.2025/ DE000JB93XL8 /
9/9/2024 8:26:24 AM |
Chg.+0.15 |
Bid9:06:03 AM |
Ask9:06:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
+14.29% |
1.22 Bid Size: 2,000 |
1.29 Ask Size: 2,000 |
D R Horton Inc |
195.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
JB93XL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/3/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.29 |
Parity: |
-0.80 |
Time value: |
1.14 |
Break-even: |
187.28 |
Moneyness: |
0.95 |
Premium: |
0.12 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.06 |
Spread %: |
5.88% |
Delta: |
0.48 |
Theta: |
-0.06 |
Omega: |
7.03 |
Rho: |
0.25 |
Quote data
Open: |
1.20 |
High: |
1.20 |
Low: |
1.20 |
Previous Close: |
1.05 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.23% |
1 Month |
|
|
+41.18% |
3 Months |
|
|
+605.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.24 |
1.05 |
1M High / 1M Low: |
1.47 |
0.77 |
6M High / 6M Low: |
1.47 |
0.07 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.53 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.48% |
Volatility 6M: |
|
405.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |