JP Morgan Call 180 LDOS 21.02.2025
/ DE000JT55G06
JP Morgan Call 180 LDOS 21.02.202.../ DE000JT55G06 /
| 12/11/2024 09:21:07 |
Chg.+0.15 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.80EUR |
+5.66% |
-
Bid Size: - |
-
Ask Size: - |
Leidos Holdings Inc |
180.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT55G0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
31/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
2.01 |
| Time value: |
0.73 |
| Break-even: |
196.19 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
3.55% |
| Delta: |
0.76 |
| Theta: |
-0.07 |
| Omega: |
5.24 |
| Rho: |
0.32 |
Quote data
| Open: |
2.80 |
| High: |
2.80 |
| Low: |
2.80 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
+194.74% |
| 3 Months |
|
|
+460.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
2.31 |
| 1M High / 1M Low: |
2.80 |
1.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
