JP Morgan Call 240 DHI 21.02.2025/  DE000JT4YB35  /

EUWAX
09/08/2024  11:56:59 Chg.+0.050 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.250EUR +25.00% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 240.00 USD 21/02/2025 Call
 

Master data

WKN: JT4YB3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 21/02/2025
Issue date: 22/07/2024
Last trading day: 20/02/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.75
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -6.14
Time value: 0.34
Break-even: 223.25
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.90
Spread abs.: 0.14
Spread %: 68.18%
Delta: 0.16
Theta: -0.03
Omega: 7.69
Rho: 0.12
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.200
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
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:   -