JP Morgan Call 150 LDOS 15.11.2024
/ DE000JK9HWF5
JP Morgan Call 150 LDOS 15.11.202.../ DE000JK9HWF5 /
| 2024-07-25 9:23:53 AM |
Chg.-0.10 |
Bid12:42:33 PM |
Ask12:42:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-6.80% |
1.35
Bid Size: 3,000 |
1.41
Ask Size: 3,000 |
Leidos Holdings Inc |
150.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK9HWF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
0.01 |
| Time value: |
1.46 |
| Break-even: |
153.10 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.08 |
| Spread %: |
5.76% |
| Delta: |
0.57 |
| Theta: |
-0.07 |
| Omega: |
5.36 |
| Rho: |
0.20 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.14% |
| 1 Month |
|
|
-3.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.35 |
| 1M High / 1M Low: |
1.49 |
1.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
