JP Morgan Call 45 LVS 20.12.2024
/ DE000JK9EE71
JP Morgan Call 45 LVS 20.12.2024/ DE000JK9EE71 /
| 31/10/2024 08:56:15 |
Chg.-0.070 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-8.43% |
-
Bid Size: - |
-
Ask Size: - |
Las Vegas Sands Corp |
45.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
JK9EE7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.27 |
| Parity: |
0.37 |
| Time value: |
0.45 |
| Break-even: |
53.20 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.04 |
| Spread %: |
5.13% |
| Delta: |
0.66 |
| Theta: |
-0.06 |
| Omega: |
3.94 |
| Rho: |
0.03 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-1.30% |
| 3 Months |
|
|
+484.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.720 |
| 1M High / 1M Low: |
0.840 |
0.590 |
| 6M High / 6M Low: |
0.840 |
0.074 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.13% |
| Volatility 6M: |
|
267.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
