JP Morgan Call 45 LVS 21.06.2024
/ DE000JB29UV7
JP Morgan Call 45 LVS 21.06.2024/ DE000JB29UV7 /
| 05/06/2024 09:19:05 |
Chg.-0.045 |
Bid12:58:25 |
Ask12:58:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-47.87% |
0.049
Bid Size: 10,000 |
0.064
Ask Size: 10,000 |
Las Vegas Sands Corp |
45.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
JB29UV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.13 |
| Time value: |
0.06 |
| Break-even: |
41.98 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.95 |
| Spread abs.: |
0.02 |
| Spread %: |
31.25% |
| Delta: |
0.35 |
| Theta: |
-0.03 |
| Omega: |
21.94 |
| Rho: |
0.01 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.094 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.00% |
| 1 Month |
|
|
-81.85% |
| 3 Months |
|
|
-92.79% |
| YTD |
|
|
-92.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.061 |
| 1M High / 1M Low: |
0.300 |
0.061 |
| 6M High / 6M Low: |
1.070 |
0.061 |
| High (YTD): |
19/02/2024 |
1.070 |
| Low (YTD): |
30/05/2024 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.598 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.80% |
| Volatility 6M: |
|
208.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
