JP Morgan Call 125 DHI 21.06.2024
/ DE000JL2C0W2
JP Morgan Call 125 DHI 21.06.2024/ DE000JL2C0W2 /
| 2024-05-20 9:35:50 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
125.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL2C0W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-18 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
3.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.84 |
| Time value: |
1.43 |
| Break-even: |
147.70 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.29 |
| Spread %: |
-11.33% |
| Delta: |
0.64 |
| Theta: |
-2.21 |
| Omega: |
3.77 |
| Rho: |
0.01 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.51 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.56% |
| 3 Months |
|
|
-12.69% |
| YTD |
|
|
-23.57% |
| 1 Year |
|
|
+77.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.51 |
2.27 |
| 6M High / 6M Low: |
3.67 |
1.79 |
| High (YTD): |
2024-03-22 |
3.67 |
| Low (YTD): |
2024-05-02 |
1.79 |
| 52W High: |
2024-03-22 |
3.67 |
| 52W Low: |
2023-10-30 |
0.45 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.89 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
151.52% |
| Volatility 1Y: |
|
151.88% |
| Volatility 3Y: |
|
- |
