JP Morgan Call 200 DHI 17.01.2025
/ DE000JK50QZ3
JP Morgan Call 200 DHI 17.01.2025/ DE000JK50QZ3 /
11/09/2024 13:59:05 |
Chg.+0.01 |
Bid21:59:26 |
Ask21:59:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.04EUR |
+0.97% |
0.90 Bid Size: 2,000 |
0.97 Ask Size: 2,000 |
D R Horton Inc |
200.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
JK50QZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
21/03/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.29 |
Parity: |
-1.13 |
Time value: |
1.10 |
Break-even: |
192.48 |
Moneyness: |
0.94 |
Premium: |
0.13 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.07 |
Spread %: |
6.80% |
Delta: |
0.45 |
Theta: |
-0.06 |
Omega: |
6.93 |
Rho: |
0.23 |
Quote data
Open: |
1.04 |
High: |
1.04 |
Low: |
1.04 |
Previous Close: |
1.03 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+38.67% |
3 Months |
|
|
+940.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.06 |
0.83 |
1M High / 1M Low: |
1.25 |
0.64 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |