JP Morgan Call 510 LMT 15.11.2024
/ DE000JK65T32
JP Morgan Call 510 LMT 15.11.2024/ DE000JK65T32 /
04/09/2024 10:17:03 |
Chg.-0.010 |
Bid17:55:56 |
Ask17:55:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-1.67% |
0.660 Bid Size: 100,000 |
0.670 Ask Size: 100,000 |
Lockheed Martin Corp |
510.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JK65T3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Lockheed Martin Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
510.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.17 |
Historic volatility: |
0.15 |
Parity: |
0.52 |
Time value: |
0.04 |
Break-even: |
517.71 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
3.33% |
Delta: |
0.94 |
Theta: |
-0.07 |
Omega: |
8.58 |
Rho: |
0.84 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.32% |
1 Month |
|
|
+25.53% |
3 Months |
|
|
+586.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.530 |
1M High / 1M Low: |
0.600 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.524 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |