OverviewChartNewsTraderScreen

JP Morgan Call 145 DHI 17.01.2025/  DE000JL1W6T2  /

EUWAX
2024-06-24  9:59:08 AM Chg.+0.06 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.32EUR +4.76% -
Bid Size: -		 -
Ask Size: -		 D R Horton Inc 145.00 - 2025-01-17 Call
 

Master data

WKN: JL1W6T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2025-01-17
Issue date: 2023-05-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.52
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.29
Parity: -1.18
Time value: 1.40
Break-even: 159.00
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 6.06%
Delta: 0.49
Theta: -0.05
Omega: 4.65
Rho: 0.29
 

Quote data

Open: 1.32
High: 1.32
Low: 1.32
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.65%
1 Month
  -10.20%
3 Months
  -55.85%
YTD
  -49.23%
1 Year  
+0.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.15
1M High / 1M Low: 1.67 1.15
6M High / 6M Low: 2.99 1.15
High (YTD): 2024-03-25 2.99
Low (YTD): 2024-06-20 1.15
52W High: 2024-03-25 2.99
52W Low: 2023-10-25 0.58
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   2.07
Avg. volume 6M:   0.00
Avg. price 1Y:   1.68
Avg. volume 1Y:   0.00
Volatility 1M:   157.68%
Volatility 6M:   140.55%
Volatility 1Y:   128.72%
Volatility 3Y:   -