JP Morgan Call 145 DHI 21.06.2024
/ DE000JL5ZCL4
JP Morgan Call 145 DHI 21.06.2024/ DE000JL5ZCL4 /
| 2024-06-05 11:51:58 AM |
Chg.-0.130 |
Bid2:10:33 PM |
Ask2:10:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-28.89% |
0.330
Bid Size: 3,000 |
0.370
Ask Size: 3,000 |
D R Horton Inc |
145.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL5ZCL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.28 |
| Parity: |
-1.28 |
| Time value: |
0.37 |
| Break-even: |
148.70 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
13.60 |
| Spread abs.: |
0.05 |
| Spread %: |
15.63% |
| Delta: |
0.31 |
| Theta: |
-0.23 |
| Omega: |
10.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-78.08% |
| YTD |
|
|
-80.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.290 |
| 1M High / 1M Low: |
1.340 |
0.290 |
| 6M High / 6M Low: |
2.080 |
0.290 |
| High (YTD): |
2024-03-22 |
2.080 |
| Low (YTD): |
2024-05-29 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
430.34% |
| Volatility 6M: |
|
265.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
