JP Morgan Put 135 LDOS 20.12.2024
/ DE000JK80XF8
JP Morgan Put 135 LDOS 20.12.2024/ DE000JK80XF8 /
| 11/19/2024 8:34:13 AM |
Chg.-0.010 |
Bid6:42:24 PM |
Ask6:42:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-7.69% |
0.140
Bid Size: 20,000 |
0.170
Ask Size: 20,000 |
Leidos Holdings Inc |
135.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK80XF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-65.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.23 |
| Parity: |
-2.25 |
| Time value: |
0.23 |
| Break-even: |
125.12 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
5.06 |
| Spread abs.: |
0.10 |
| Spread %: |
76.92% |
| Delta: |
-0.15 |
| Theta: |
-0.10 |
| Omega: |
-10.00 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+823.08% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-79.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.013 |
| 1M High / 1M Low: |
0.140 |
0.013 |
| 6M High / 6M Low: |
0.960 |
0.013 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.521 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,173.32% |
| Volatility 6M: |
|
472.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
