JP Morgan Put 45 LVS 20.06.2025
/ DE000JK15KK1
JP Morgan Put 45 LVS 20.06.2025/ DE000JK15KK1 /
| 11/19/2024 12:27:57 PM |
Chg.-0.040 |
Bid3:59:24 PM |
Ask3:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-13.33% |
0.270
Bid Size: 150,000 |
0.280
Ask Size: 150,000 |
Las Vegas Sands Corp |
45.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JK15KK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/29/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.39 |
| Time value: |
0.28 |
| Break-even: |
39.67 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-4.97 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.250 |
| 1M High / 1M Low: |
0.300 |
0.180 |
| 6M High / 6M Low: |
0.860 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.507 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.62% |
| Volatility 6M: |
|
123.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
