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JP Morgan Call 145 DHI 17.01.2025/  DE000JL1W6T2  /

EUWAX
2024-09-26  10:11:39 AM Chg.-0.23 Bid3:26:41 PM Ask3:26:41 PM Underlying Strike price Expiration date Option type
4.20EUR -5.19% 4.27
Bid Size: 2,000		 4.33
Ask Size: 2,000		 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: 3.98
Leverage: Yes

Calculated values

Fair value: 2.68
Intrinsic value: 2.32
Implied volatility: 0.83
Historic volatility: 0.29
Parity: 2.32
Time value: 1.91
Break-even: 187.30
Moneyness: 1.16
Premium: 0.11
Premium p.a.: 0.42
Spread abs.: 0.09
Spread %: 2.17%
Delta: 0.72
Theta: -0.12
Omega: 2.85
Rho: 0.24
 

Quote data

Open: 4.20
High: 4.20
Low: 4.20
Previous Close: 4.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month
  -10.64%
3 Months  
+247.11%
YTD  
+61.54%
1 Year  
+406.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.93 4.43
1M High / 1M Low: 4.93 3.85
6M High / 6M Low: 4.93 0.89
High (YTD): 2024-09-19 4.93
Low (YTD): 2024-07-05 0.89
52W High: 2024-09-19 4.93
52W Low: 2023-10-25 0.58
Avg. price 1W:   4.71
Avg. volume 1W:   0.00
Avg. price 1M:   4.44
Avg. volume 1M:   0.00
Avg. price 6M:   2.59
Avg. volume 6M:   0.00
Avg. price 1Y:   2.17
Avg. volume 1Y:   0.00
Volatility 1M:   76.88%
Volatility 6M:   198.12%
Volatility 1Y:   164.52%
Volatility 3Y:   -