JP Morgan Call 130 LDOS 20.12.2024
/ DE000JK8GS41
JP Morgan Call 130 LDOS 20.12.202.../ DE000JK8GS41 /
| 8/29/2024 9:29:49 AM |
Chg.-0.01 |
Bid10:52:53 AM |
Ask10:52:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-0.36% |
2.80
Bid Size: 500 |
2.95
Ask Size: 500 |
Leidos Holdings Inc |
130.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK8GS4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.17 |
| Parity: |
2.37 |
| Time value: |
0.53 |
| Break-even: |
145.86 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
3.57% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
3.96 |
| Rho: |
0.27 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
2.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.52% |
| 1 Month |
|
|
+2.60% |
| 3 Months |
|
|
+5.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.41 |
| 1M High / 1M Low: |
2.98 |
1.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
