JP Morgan Call 155 LDOS 20.12.202.../  DE000JK8GS90  /

EUWAX
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:   -