JP Morgan Call 40 LVS 21.03.2025
/ DE000JT33ZR8
JP Morgan Call 40 LVS 21.03.2025/ DE000JT33ZR8 /
| 13/09/2024 08:46:01 |
Chg.-0.010 |
Bid12:12:37 |
Ask12:12:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-2.86% |
0.350
Bid Size: 10,000 |
0.370
Ask Size: 10,000 |
Las Vegas Sands Corp |
40.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JT33ZR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
23/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.05 |
| Time value: |
0.32 |
| Break-even: |
39.35 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
6.02 |
| Rho: |
0.08 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.340 |
| 1M High / 1M Low: |
0.460 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
