JP Morgan Call 140 LDOS 21.06.2024
/ DE000JK737Z2
JP Morgan Call 140 LDOS 21.06.202.../ DE000JK737Z2 /
| 2024-06-07 9:48:27 AM |
Chg.-0.110 |
Bid4:51:14 PM |
Ask4:51:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-17.19% |
0.600
Bid Size: 25,000 |
0.620
Ask Size: 25,000 |
Leidos Holdings Inc |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK737Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Leidos Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
0.39 |
| Time value: |
0.22 |
| Break-even: |
134.64 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.07 |
| Spread %: |
12.96% |
| Delta: |
0.68 |
| Theta: |
-0.13 |
| Omega: |
14.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.19% |
| 1 Month |
|
|
-27.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.600 |
| 1M High / 1M Low: |
1.210 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
