JP Morgan Put 150 LDOS 21.02.2025
/ DE000JT28090
JP Morgan Put 150 LDOS 21.02.2025/ DE000JT28090 /
| 31/07/2024 10:31:35 |
Chg.+0.17 |
Bid10:49:12 |
Ask10:49:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+12.32% |
1.55
Bid Size: 1,000 |
1.70
Ask Size: 1,000 |
Leidos Holdings Inc |
150.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT2809 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
0.37 |
| Time value: |
1.27 |
| Break-even: |
122.23 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
5.95% |
| Delta: |
-0.45 |
| Theta: |
-0.03 |
| Omega: |
-3.69 |
| Rho: |
-0.43 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.51% |
| 1 Month |
|
|
-4.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.38 |
| 1M High / 1M Low: |
1.74 |
1.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
