JP Morgan Call 520 LMT 20.12.2024
/ DE000JK9AX07
JP Morgan Call 520 LMT 20.12.2024/ DE000JK9AX07 /
| 11/8/2024 6:30:00 PM |
Chg.- |
Bid8:36:37 AM |
Ask8:36:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
- |
0.460
Bid Size: 5,000 |
0.480
Ask Size: 5,000 |
Lockheed Martin Corp |
520.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK9AX0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
0.42 |
| Time value: |
0.05 |
| Break-even: |
532.18 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.85 |
| Theta: |
-0.16 |
| Omega: |
9.51 |
| Rho: |
0.45 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
-40.79% |
| 3 Months |
|
|
-4.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.290 |
| 1M High / 1M Low: |
0.900 |
0.290 |
| 6M High / 6M Low: |
0.900 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.59% |
| Volatility 6M: |
|
276.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
