JP Morgan Call 155 LDOS 15.11.2024
/ DE000JK9HWE8
JP Morgan Call 155 LDOS 15.11.202.../ DE000JK9HWE8 /
| 29/08/2024 09:31:00 |
Chg.-0.01 |
Bid17:13:08 |
Ask17:13:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-0.92% |
1.18
Bid Size: 30,000 |
1.20
Ask Size: 30,000 |
Leidos Holdings Inc |
155.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK9HWE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.17 |
| Parity: |
0.12 |
| Time value: |
1.06 |
| Break-even: |
151.13 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.07 |
| Spread %: |
6.31% |
| Delta: |
0.57 |
| Theta: |
-0.07 |
| Omega: |
6.81 |
| Rho: |
0.15 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.06% |
| 1 Month |
|
|
-8.47% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.85 |
| 1M High / 1M Low: |
1.39 |
0.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
