JP Morgan Call 490 LMT 24.01.2025
/ DE000JF15DJ8
JP Morgan Call 490 LMT 24.01.2025/ DE000JF15DJ8 /
| 1/10/2025 9:35:10 AM |
Chg.-0.013 |
Bid8:33:52 PM |
Ask8:33:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-19.40% |
0.045
Bid Size: 125,000 |
0.055
Ask Size: 125,000 |
Lockheed Martin Corp |
490.00 USD |
1/24/2025 |
Call |
Master data
| WKN: |
JF15DJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lockheed Martin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 USD |
| Maturity: |
1/24/2025 |
| Issue date: |
1/3/2025 |
| Last trading day: |
1/23/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
-0.21 |
| Time value: |
0.09 |
| Break-even: |
484.53 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
4.05 |
| Spread abs.: |
0.03 |
| Spread %: |
50.85% |
| Delta: |
0.33 |
| Theta: |
-0.55 |
| Omega: |
17.57 |
| Rho: |
0.05 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.054 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.046 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| 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: |
|
- |