JP Morgan Put 46 LVS 17.01.2025
/ DE000JK7R8L8
JP Morgan Put 46 LVS 17.01.2025/ DE000JK7R8L8 /
| 2024-10-14 10:04:30 AM |
Chg.- |
Bid8:35:05 AM |
Ask8:35:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
- |
0.120
Bid Size: 7,500 |
0.140
Ask Size: 7,500 |
Las Vegas Sands Corp |
46.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK7R8L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-43.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.57 |
| Time value: |
0.11 |
| Break-even: |
41.07 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-8.84 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.89% |
| 1 Month |
|
|
-83.08% |
| 3 Months |
|
|
-77.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.110 |
| 1M High / 1M Low: |
0.610 |
0.110 |
| 6M High / 6M Low: |
0.850 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.79% |
| Volatility 6M: |
|
174.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
