JP Morgan Call 160 LDOS 20.12.2024
/ DE000JK8GSA8
JP Morgan Call 160 LDOS 20.12.202.../ DE000JK8GSA8 /
| 9/18/2024 9:35:57 AM |
Chg.-0.040 |
Bid1:39:18 PM |
Ask1:39:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-4.04% |
0.940
Bid Size: 3,000 |
0.990
Ask Size: 3,000 |
Leidos Holdings Inc |
160.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK8GSA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
-0.51 |
| Time value: |
1.03 |
| Break-even: |
154.16 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.07 |
| Spread %: |
7.29% |
| Delta: |
0.49 |
| Theta: |
-0.07 |
| Omega: |
6.64 |
| Rho: |
0.15 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.06% |
| 1 Month |
|
|
+21.79% |
| 3 Months |
|
|
+5.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.900 |
| 1M High / 1M Low: |
1.180 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.980 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
