JP Morgan Call 140 LDOS 20.12.2024
/ DE000JK8GS66
JP Morgan Call 140 LDOS 20.12.202.../ DE000JK8GS66 /
| 30/10/2024 09:39:46 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.39EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Leidos Holdings Inc |
140.00 - |
20/12/2024 |
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 - |
| Maturity: |
20/12/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
31/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
3.38 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.17 |
| Parity: |
3.38 |
| Time value: |
1.01 |
| Break-even: |
183.90 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.23% |
| Delta: |
0.78 |
| Theta: |
-0.22 |
| Omega: |
3.10 |
| Rho: |
0.11 |
Quote data
| Open: |
4.39 |
| High: |
4.39 |
| Low: |
4.39 |
| Previous Close: |
3.03 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+61.99% |
| 3 Months |
|
|
+161.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.39 |
4.39 |
| 1M High / 1M Low: |
4.39 |
2.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
