JP Morgan Call 160 DHI 17.01.2025
/ DE000JL7FQT5
JP Morgan Call 160 DHI 17.01.2025/ DE000JL7FQT5 /
| 2024-06-24 10:20:50 AM |
Chg.+0.040 |
Bid8:27:09 PM |
Ask8:27:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+5.71% |
0.800
Bid Size: 50,000 |
0.820
Ask Size: 50,000 |
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: |
16.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-2.68 |
| Time value: |
0.81 |
| Break-even: |
168.10 |
| Moneyness: |
0.83 |
| Premium: |
0.26 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.08 |
| Spread %: |
10.96% |
| Delta: |
0.35 |
| Theta: |
-0.04 |
| Omega: |
5.75 |
| Rho: |
0.22 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
-13.95% |
| 3 Months |
|
|
-65.42% |
| YTD |
|
|
-61.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.630 |
| 1M High / 1M Low: |
1.010 |
0.630 |
| 6M High / 6M Low: |
2.140 |
0.630 |
| High (YTD): |
2024-03-22 |
2.140 |
| Low (YTD): |
2024-06-20 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.09% |
| Volatility 6M: |
|
170.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
