JP Morgan Call 170 LDOS 20.12.2024
/ DE000JT42X43
JP Morgan Call 170 LDOS 20.12.202.../ DE000JT42X43 /
| 07/11/2024 10:54:02 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Leidos Holdings Inc |
170.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
JT42X4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
15/07/2024 |
| Last trading day: |
08/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.18 |
| Parity: |
1.89 |
| Time value: |
0.54 |
| Break-even: |
194.30 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.10 |
| Spread %: |
4.29% |
| Delta: |
0.76 |
| Theta: |
-0.14 |
| Omega: |
5.94 |
| Rho: |
0.12 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.38% |
| 1 Month |
|
|
+196.59% |
| 3 Months |
|
|
+506.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
2.61 |
| 1M High / 1M Low: |
2.62 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
