JP Morgan Call 54 LVS 08.11.2024
/ DE000JV27RG6
JP Morgan Call 54 LVS 08.11.2024/ DE000JV27RG6 /
| 2024-10-31 9:35:41 AM |
Chg.-0.030 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-21.43% |
-
Bid Size: - |
-
Ask Size: - |
Las Vegas Sands Corp |
54.00 USD |
2024-11-08 |
Call |
Master data
| WKN: |
JV27RG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
2024-11-08 |
| Issue date: |
2024-10-16 |
| Last trading day: |
2024-11-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.27 |
| Parity: |
-0.10 |
| Time value: |
0.15 |
| Break-even: |
51.23 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
8.67 |
| Spread abs.: |
0.03 |
| Spread %: |
25.00% |
| Delta: |
0.44 |
| Theta: |
-0.12 |
| Omega: |
14.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
