JP Morgan Call 135 LDOS 20.12.2024
/ DE000JK8GS58
JP Morgan Call 135 LDOS 20.12.202.../ DE000JK8GS58 /
| 2024-08-29 9:29:49 AM |
Chg.0.00 |
Bid11:52:19 AM |
Ask11:52:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
0.00% |
2.50
Bid Size: 1,000 |
2.65
Ask Size: 1,000 |
Leidos Holdings Inc |
135.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK8GS5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.17 |
| Parity: |
1.92 |
| Time value: |
0.63 |
| Break-even: |
146.85 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
4.08% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
4.29 |
| Rho: |
0.26 |
Quote data
| Open: |
2.42 |
| High: |
2.42 |
| Low: |
2.42 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+1.68% |
| 3 Months |
|
|
+4.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.09 |
| 1M High / 1M Low: |
2.66 |
1.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
