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JP Morgan Put 42 LVS 21.06.2024/  DE000JB1P9U4  /

EUWAX
2024-05-16  8:46:49 AM Chg.+0.001 Bid8:28:44 PM Ask8:28:44 PM Underlying Strike price Expiration date Option type
0.024EUR +4.35% 0.018
Bid Size: 125,000		 0.028
Ask Size: 125,000		 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: -104.80
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -0.38
Time value: 0.04
Break-even: 38.17
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.60
Spread abs.: 0.02
Spread %: 83.33%
Delta: -0.16
Theta: -0.01
Omega: -17.16
Rho: -0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month
  -44.19%
3 Months
  -40.00%
YTD
  -84.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.019
1M High / 1M Low: 0.085 0.019
6M High / 6M Low: 0.260 0.019
High (YTD): 2024-01-17 0.160
Low (YTD): 2024-05-14 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   424.58%
Volatility 6M:   254.24%
Volatility 1Y:   -
Volatility 3Y:   -