JP Morgan Call 155 LDOS 20.12.2024
/ DE000JK8GS90
JP Morgan Call 155 LDOS 20.12.202.../ DE000JK8GS90 /
| 24/07/2024 09:23:53 |
Chg.- |
Bid08:31:27 |
Ask08:31:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
- |
1.35
Bid Size: 1,000 |
1.45
Ask Size: 1,000 |
Leidos Holdings Inc |
155.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK8GS9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
8.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
-0.01 |
| Time value: |
1.66 |
| Break-even: |
159.46 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.10 |
| Spread %: |
6.41% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
4.95 |
| Rho: |
0.27 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.22% |
| 1 Month |
|
|
+5.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.31 |
| 1M High / 1M Low: |
1.44 |
1.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
595.09 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
