JP Morgan Call 145 LDOS 20.12.2024
/ DE000JK8GS74
JP Morgan Call 145 LDOS 20.12.202.../ DE000JK8GS74 /
| 11/07/2024 09:29:45 |
Chg.- |
Bid08:37:35 |
Ask08:37:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
- |
1.70
Bid Size: 1,000 |
1.80
Ask Size: 1,000 |
Leidos Holdings Inc |
145.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK8GS7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
0.35 |
| Time value: |
1.50 |
| Break-even: |
152.35 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.10 |
| Spread %: |
5.71% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
4.56 |
| Rho: |
0.29 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.79% |
| 1 Month |
|
|
+13.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
1.53 |
| 1M High / 1M Low: |
1.81 |
1.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
