JP Morgan Call 180 DHI 15.11.2024
/ DE000JB9LPM8
JP Morgan Call 180 DHI 15.11.2024/ DE000JB9LPM8 /
| 2024-05-29 10:50:56 AM |
Chg.-0.040 |
Bid11:31:18 AM |
Ask11:31:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-15.38% |
0.220
Bid Size: 2,000 |
0.320
Ask Size: 2,000 |
D R Horton Inc |
180.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JB9LPM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
43.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-3.42 |
| Time value: |
0.30 |
| Break-even: |
168.92 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.09 |
| Spread %: |
43.48% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
8.77 |
| Rho: |
0.11 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.11% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
-60.71% |
| YTD |
|
|
-77.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.250 |
| 1M High / 1M Low: |
0.610 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-22 |
1.070 |
| Low (YTD): |
2024-05-24 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
