JP Morgan Put 46 LVS 20.09.2024
/ DE000JK1YH80
JP Morgan Put 46 LVS 20.09.2024/ DE000JK1YH80 /
| 2024-06-05 12:50:07 PM |
Chg.+0.050 |
Bid5:35:08 PM |
Ask5:35:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+16.13% |
0.370
Bid Size: 200,000 |
0.380
Ask Size: 200,000 |
Las Vegas Sands Corp |
46.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK1YH8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.22 |
| Time value: |
0.16 |
| Break-even: |
38.47 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-5.96 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+56.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.300 |
| 1M High / 1M Low: |
0.350 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
