JP Morgan Call 150 DHI 21.06.2024
/ DE000JL7CSQ4
JP Morgan Call 150 DHI 21.06.2024/ DE000JL7CSQ4 /
| 2024-06-05 10:05:40 AM |
Chg.-0.080 |
Bid12:57:29 PM |
Ask12:57:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-34.78% |
0.160
Bid Size: 3,000 |
0.200
Ask Size: 3,000 |
D R Horton Inc |
150.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL7CSQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
62.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.28 |
| Parity: |
-1.78 |
| Time value: |
0.21 |
| Break-even: |
152.10 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
23.45 |
| Spread abs.: |
0.06 |
| Spread %: |
40.00% |
| Delta: |
0.21 |
| Theta: |
-0.17 |
| Omega: |
13.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-68.75% |
| 3 Months |
|
|
-87.40% |
| YTD |
|
|
-89.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.100 |
| 1M High / 1M Low: |
0.990 |
0.100 |
| 6M High / 6M Low: |
1.730 |
0.100 |
| High (YTD): |
2024-03-25 |
1.730 |
| Low (YTD): |
2024-05-30 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.938 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
776.85% |
| Volatility 6M: |
|
382.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
