JP Morgan Call 175 DHI 15.11.2024
/ DE000JB9LPJ4
JP Morgan Call 175 DHI 15.11.2024/ DE000JB9LPJ4 /
| 2024-06-04 10:59:55 AM |
Chg.-0.030 |
Bid2:01:58 PM |
Ask2:01:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.370
Bid Size: 3,000 |
0.430
Ask Size: 3,000 |
D R Horton Inc |
175.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JB9LPJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 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: |
31.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-2.57 |
| Time value: |
0.43 |
| Break-even: |
164.75 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.07 |
| Spread %: |
20.51% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
8.38 |
| Rho: |
0.14 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
-21.28% |
| 3 Months |
|
|
-58.89% |
| YTD |
|
|
-66.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.280 |
| 1M High / 1M Low: |
0.750 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-22 |
1.240 |
| Low (YTD): |
2024-05-29 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.345 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
