JP Morgan Call 150 LDOS 15.11.2024
/ DE000JK9HWF5
JP Morgan Call 150 LDOS 15.11.202.../ DE000JK9HWF5 /
2024-06-21 9:26:27 AM |
Chg.+0.05 |
Bid5:09:48 PM |
Ask5:09:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.30EUR |
+4.00% |
1.29 Bid Size: 50,000 |
1.31 Ask Size: 50,000 |
Leidos Holdings Inc |
150.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK9HWF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Leidos Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-05-02 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.17 |
Parity: |
-0.37 |
Time value: |
1.39 |
Break-even: |
154.01 |
Moneyness: |
0.97 |
Premium: |
0.13 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.08 |
Spread %: |
6.11% |
Delta: |
0.54 |
Theta: |
-0.06 |
Omega: |
5.25 |
Rho: |
0.24 |
Quote data
Open: |
1.30 |
High: |
1.30 |
Low: |
1.30 |
Previous Close: |
1.25 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.17% |
1 Month |
|
|
-15.03% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.25 |
1.08 |
1M High / 1M Low: |
1.67 |
1.08 |
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: |
|
1.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |