JP Morgan Call 145 LDOS 20.12.202.../  DE000JK8GS74  /

EUWAX
25/07/2024  09:23:22 Chg.-0.09 Bid17:12:10 Ask17:12:10 Underlying Strike price Expiration date Option type
1.79EUR -4.79% 1.98
Bid Size: 50,000
2.01
Ask Size: 50,000
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: 7.33
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.47
Implied volatility: 0.45
Historic volatility: 0.18
Parity: 0.47
Time value: 1.42
Break-even: 152.69
Moneyness: 1.04
Premium: 0.10
Premium p.a.: 0.27
Spread abs.: 0.09
Spread %: 5.00%
Delta: 0.62
Theta: -0.06
Omega: 4.57
Rho: 0.27
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.11%
1 Month
  -0.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.77
1M High / 1M Low: 1.92 1.53
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -