OverviewChartNewsTraderScreen

JP Morgan Call 160 DHI 17.01.2025/  DE000JL7FQT5  /

EUWAX
2024-09-25  10:36:03 AM Chg.-0.26 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
3.27EUR -7.37% -
Bid Size: -		 -
Ask Size: -		 D R Horton Inc 160.00 - 2025-01-17 Call
 

Master data

WKN: JL7FQT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-06-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.19
Implied volatility: 0.75
Historic volatility: 0.29
Parity: 1.19
Time value: 2.28
Break-even: 194.70
Moneyness: 1.07
Premium: 0.13
Premium p.a.: 0.49
Spread abs.: 0.08
Spread %: 2.36%
Delta: 0.66
Theta: -0.12
Omega: 3.26
Rho: 0.24
 

Quote data

Open: 3.27
High: 3.27
Low: 3.27
Previous Close: 3.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.50%
1 Month
  -7.10%
3 Months  
+319.23%
YTD  
+71.20%
1 Year  
+494.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.87 3.27
1M High / 1M Low: 3.87 2.78
6M High / 6M Low: 3.87 0.45
High (YTD): 2024-09-19 3.87
Low (YTD): 2024-07-05 0.45
52W High: 2024-09-19 3.87
52W Low: 2023-10-25 0.36
Avg. price 1W:   3.56
Avg. volume 1W:   0.00
Avg. price 1M:   3.32
Avg. volume 1M:   0.00
Avg. price 6M:   1.79
Avg. volume 6M:   0.00
Avg. price 1Y:   1.50
Avg. volume 1Y:   0.00
Volatility 1M:   106.29%
Volatility 6M:   259.06%
Volatility 1Y:   208.05%
Volatility 3Y:   -