JP Morgan Put 150 LDOS 15.11.2024
/ DE000JK9YMM7
JP Morgan Put 150 LDOS 15.11.2024/ DE000JK9YMM7 /
| 2024-06-21 8:42:32 AM |
Chg.-0.08 |
Bid7:02:36 PM |
Ask7:02:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-5.48% |
1.42
Bid Size: 50,000 |
1.44
Ask Size: 50,000 |
Leidos Holdings Inc |
150.00 USD |
2024-11-15 |
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: |
2024-11-15 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
1.01 |
| Break-even: |
126.29 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
5.71% |
| Delta: |
-0.47 |
| Theta: |
-0.04 |
| Omega: |
-4.67 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.83% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.38 |
| 1M High / 1M Low: |
1.51 |
1.15 |
| 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: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
