JP Morgan Call 46 LVS 17.01.2025
/ DE000JK8SJ22
JP Morgan Call 46 LVS 17.01.2025/ DE000JK8SJ22 /
| 19/11/2024 12:46:48 |
Chg.+0.090 |
Bid16:49:48 |
Ask16:49:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+28.13% |
0.410
Bid Size: 150,000 |
0.420
Ask Size: 150,000 |
Las Vegas Sands Corp |
46.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK8SJ2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
22/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.30 |
| Time value: |
0.15 |
| Break-even: |
47.92 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
7.34 |
| Rho: |
0.05 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
-39.71% |
| 3 Months |
|
|
+192.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
0.840 |
0.320 |
| 6M High / 6M Low: |
0.840 |
0.087 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.90% |
| Volatility 6M: |
|
249.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
