JP Morgan Call 150 LDOS 16.08.2024
/ DE000JK87L59
JP Morgan Call 150 LDOS 16.08.202.../ DE000JK87L59 /
| 17/07/2024 09:27:20 |
Chg.+0.110 |
Bid13:49:53 |
Ask13:49:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+15.71% |
0.740
Bid Size: 3,000 |
0.780
Ask Size: 3,000 |
Leidos Holdings Inc |
150.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK87L5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.17 |
| Parity: |
0.17 |
| Time value: |
0.73 |
| Break-even: |
146.59 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.06 |
| Spread %: |
7.14% |
| Delta: |
0.57 |
| Theta: |
-0.14 |
| Omega: |
8.82 |
| Rho: |
0.06 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+44.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.540 |
| 1M High / 1M Low: |
0.790 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
