JP Morgan Put 150 LDOS 15.11.2024
/ DE000JK9YMM7
JP Morgan Put 150 LDOS 15.11.2024/ DE000JK9YMM7 /
| 8/29/2024 8:51:36 AM |
Chg.+0.010 |
Bid2:48:10 PM |
Ask2:48:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+1.52% |
0.640
Bid Size: 3,000 |
0.690
Ask Size: 3,000 |
Leidos Holdings Inc |
150.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK9YMM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
5/21/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.17 |
| Parity: |
-0.57 |
| Time value: |
0.66 |
| Break-even: |
128.28 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.06 |
| Spread %: |
10.61% |
| Delta: |
-0.36 |
| Theta: |
-0.05 |
| Omega: |
-7.63 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.09% |
| 1 Month |
|
|
-42.24% |
| 3 Months |
|
|
-48.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.660 |
| 1M High / 1M Low: |
1.480 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
