JP Morgan Call 155 DHI 15.11.2024
/ DE000JB9LPC9
JP Morgan Call 155 DHI 15.11.2024/ DE000JB9LPC9 /
| 2024-06-04 10:59:54 AM |
Chg.-0.040 |
Bid12:35:10 PM |
Ask12:35:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-4.12% |
0.920
Bid Size: 3,000 |
0.970
Ask Size: 3,000 |
D R Horton Inc |
155.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JB9LPC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.74 |
| Time value: |
1.02 |
| Break-even: |
152.31 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.07 |
| Spread %: |
7.37% |
| Delta: |
0.48 |
| Theta: |
-0.04 |
| Omega: |
6.37 |
| Rho: |
0.25 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
-13.08% |
| 3 Months |
|
|
-43.64% |
| YTD |
|
|
-49.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.750 |
| 1M High / 1M Low: |
1.570 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-02 |
2.140 |
| Low (YTD): |
2024-05-29 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.875 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
