JP Morgan Call 195 DHI 17.01.2025
/ DE000JB93XL8
JP Morgan Call 195 DHI 17.01.2025/ DE000JB93XL8 /
| 2024-08-06 8:22:47 AM |
Chg.+0.120 |
Bid8:37:03 AM |
Ask8:37:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+12.50% |
1.080
Bid Size: 3,000 |
1.180
Ask Size: 3,000 |
D R Horton Inc |
195.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
-1.94 |
| Time value: |
1.21 |
| Break-even: |
190.13 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.27 |
| Spread %: |
29.41% |
| Delta: |
0.42 |
| Theta: |
-0.06 |
| Omega: |
5.55 |
| Rho: |
0.25 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
1.080 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
+1359.46% |
| 3 Months |
|
|
+227.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.960 |
| 1M High / 1M Low: |
1.150 |
0.070 |
| 6M High / 6M Low: |
1.150 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
824.73% |
| Volatility 6M: |
|
406.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
