JP Morgan Call 150 LDOS 15.11.2024
/ DE000JK9HWF5
JP Morgan Call 150 LDOS 15.11.202.../ DE000JK9HWF5 /
| 8/16/2024 9:31:42 AM |
Chg.+0.010 |
Bid2:44:50 PM |
Ask2:44:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
0.920
Bid Size: 3,000 |
0.970
Ask Size: 3,000 |
Leidos Holdings Inc |
150.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
-0.19 |
| Time value: |
1.04 |
| Break-even: |
147.11 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.07 |
| Spread %: |
7.22% |
| Delta: |
0.53 |
| Theta: |
-0.06 |
| Omega: |
6.87 |
| Rho: |
0.15 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.21% |
| 1 Month |
|
|
-25.56% |
| 3 Months |
|
|
-33.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.860 |
| 1M High / 1M Low: |
1.630 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
