JP Morgan Call 46 LVS 20.06.2025
/ DE000JT9L3Q3
JP Morgan Call 46 LVS 20.06.2025/ DE000JT9L3Q3 /
| 11/19/2024 8:33:48 AM |
Chg.+0.100 |
Bid12:35:27 PM |
Ask12:35:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+17.86% |
0.640
Bid Size: 7,500 |
0.660
Ask Size: 7,500 |
Las Vegas Sands Corp |
46.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT9L3Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
9/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.30 |
| Time value: |
0.39 |
| Break-even: |
50.32 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
4.55% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.52 |
| Rho: |
0.14 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
-20.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.560 |
| 1M High / 1M Low: |
0.990 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.811 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
