JP Morgan Put 145 LDOS 15.11.2024
/ DE000JK86LJ2
JP Morgan Put 145 LDOS 15.11.2024/ DE000JK86LJ2 /
| 09/08/2024 11:21:48 |
Chg.-0.10 |
Bid19:04:26 |
Ask19:04:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-8.93% |
1.08
Bid Size: 50,000 |
1.10
Ask Size: 50,000 |
Leidos Holdings Inc |
145.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK86LJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
10/05/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
0.06 |
| Time value: |
1.07 |
| Break-even: |
121.55 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.07 |
| Spread %: |
6.60% |
| Delta: |
-0.45 |
| Theta: |
-0.05 |
| Omega: |
-5.22 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.70% |
| 1 Month |
|
|
-8.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.04 |
| 1M High / 1M Low: |
1.35 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
