JP Morgan Call 140 LDOS 20.12.2024
/ DE000JK8GS66
JP Morgan Call 140 LDOS 20.12.202.../ DE000JK8GS66 /
| 10/18/2024 9:39:16 AM |
Chg.-0.02 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
-0.67% |
-
Bid Size: - |
-
Ask Size: - |
Leidos Holdings Inc |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK8GS6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.17 |
| Parity: |
2.72 |
| Time value: |
0.39 |
| Break-even: |
159.92 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
3.32% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
4.21 |
| Rho: |
0.17 |
Quote data
| Open: |
2.96 |
| High: |
2.96 |
| Low: |
2.96 |
| Previous Close: |
2.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.98% |
| 1 Month |
|
|
+43.69% |
| 3 Months |
|
|
+43.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.98 |
2.82 |
| 1M High / 1M Low: |
2.98 |
2.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
