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JP Morgan Put 42 LVS 21.06.2024/  DE000JB1P9U4  /

EUWAX
2024-06-05  8:54:26 AM Chg.+0.015 Bid9:07:16 PM Ask9:07:16 PM Underlying Strike price Expiration date Option type
0.036EUR +71.43% 0.033
Bid Size: 200,000		 0.043
Ask Size: 200,000		 Las Vegas Sands Corp 42.00 USD 2024-06-21 Put
 

Master data

WKN: JB1P9U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Las Vegas Sands Corp
Type: Warrant
Option type: Put
Strike price: 42.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -74.15
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -0.14
Time value: 0.05
Break-even: 38.06
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 2.01
Spread abs.: 0.02
Spread %: 38.46%
Delta: -0.29
Theta: -0.03
Omega: -21.23
Rho: -0.01
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.021
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -12.20%
3 Months
  -47.83%
YTD
  -76.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.021
1M High / 1M Low: 0.056 0.014
6M High / 6M Low: 0.260 0.014
High (YTD): 2024-01-17 0.160
Low (YTD): 2024-05-20 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   392.61%
Volatility 6M:   285.27%
Volatility 1Y:   -
Volatility 3Y:   -