JP Morgan Call 44 LVS 15.11.2024
/ DE000JT7FCA7
JP Morgan Call 44 LVS 15.11.2024/ DE000JT7FCA7 /
| 2024-10-28 10:44:44 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Las Vegas Sands Corp |
44.00 - |
2024-11-15 |
Call |
Master data
| WKN: |
JT7FCA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-08-22 |
| Last trading day: |
2024-10-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
1.52 |
| Historic volatility: |
0.27 |
| Parity: |
0.47 |
| Time value: |
0.37 |
| Break-even: |
52.40 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
4.81 |
| Spread abs.: |
-0.07 |
| Spread %: |
-7.69% |
| Delta: |
0.69 |
| Theta: |
-0.18 |
| Omega: |
3.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.770 |
| 1M High / 1M Low: |
1.010 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
