JP Morgan Put 145 LDOS 15.11.2024
/ DE000JK86LJ2
JP Morgan Put 145 LDOS 15.11.2024/ DE000JK86LJ2 /
| 9/13/2024 11:23:41 AM |
Chg.-0.010 |
Bid4:07:02 PM |
Ask4:07:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-1.72% |
0.540
Bid Size: 30,000 |
0.560
Ask Size: 30,000 |
Leidos Holdings Inc |
145.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
5/10/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.17 |
| Parity: |
-0.82 |
| Time value: |
0.62 |
| Break-even: |
124.68 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.07 |
| Spread %: |
12.73% |
| Delta: |
-0.33 |
| Theta: |
-0.07 |
| Omega: |
-7.33 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-53.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.580 |
| 1M High / 1M Low: |
0.950 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
