JP Morgan Put 150 LDOS 20.12.2024
/ DE000JK9YN50
JP Morgan Put 150 LDOS 20.12.2024/ DE000JK9YN50 /
| 2024-07-12 8:43:43 AM |
Chg.-0.03 |
Bid8:49:10 AM |
Ask8:49:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-2.22% |
1.32
Bid Size: 1,000 |
1.42
Ask Size: 1,000 |
Leidos Holdings Inc |
150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK9YN5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.17 |
| Parity: |
0.10 |
| Time value: |
1.32 |
| Break-even: |
123.74 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
7.58% |
| Delta: |
-0.43 |
| Theta: |
-0.04 |
| Omega: |
-4.18 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.97% |
| 1 Month |
|
|
-14.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.35 |
| 1M High / 1M Low: |
1.56 |
1.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
