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JP Morgan Put 145 LDOS 16.08.2024/  DE000JK9CCJ0  /

EUWAX
2024-06-07  12:20:41 PM Chg.+0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.830EUR +3.75% -
Bid Size: -		 -
Ask Size: -		 Leidos Holdings Inc 145.00 USD 2024-08-16 Put
 

Master data

WKN: JK9CCJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Leidos Holdings Inc
Type: Warrant
Option type: Put
Strike price: 145.00 USD
Maturity: 2024-08-16
Issue date: 2024-05-10
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.85
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.07
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 0.07
Time value: 0.77
Break-even: 124.77
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.34
Spread abs.: 0.06
Spread %: 7.06%
Delta: -0.46
Theta: -0.05
Omega: -7.35
Rho: -0.13
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.60%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.730
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.806
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -