JP Morgan Put 35 LVS 20.12.2024
/ DE000JT76E29
JP Morgan Put 35 LVS 20.12.2024/ DE000JT76E29 /
30/08/2024 08:44:46 |
Chg.+0.010 |
Bid21:55:12 |
Ask21:55:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
0.110 Bid Size: 10,000 |
0.130 Ask Size: 10,000 |
Las Vegas Sands Corp |
35.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JT76E2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Las Vegas Sands Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
13/08/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
-0.33 |
Time value: |
0.13 |
Break-even: |
30.32 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.02 |
Spread %: |
16.67% |
Delta: |
-0.26 |
Theta: |
-0.01 |
Omega: |
-7.22 |
Rho: |
-0.03 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.45% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.085 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.095 |
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: |
|
- |