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: |
|
- |
