JP Morgan Call 44 LVS 21.06.2024
/ DE000JB2HTQ4
JP Morgan Call 44 LVS 21.06.2024/ DE000JB2HTQ4 /
| 6/7/2024 10:28:09 AM |
Chg.-0.002 |
Bid6:42:18 PM |
Ask6:42:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-2.60% |
0.200
Bid Size: 150,000 |
0.210
Ask Size: 150,000 |
Las Vegas Sands Corp |
44.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JB2HTQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.03 |
| Time value: |
0.08 |
| Break-even: |
41.21 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.01 |
| Spread %: |
20.27% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
22.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-79.73% |
| 3 Months |
|
|
-89.86% |
| YTD |
|
|
-89.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.077 |
| 1M High / 1M Low: |
0.370 |
0.077 |
| 6M High / 6M Low: |
1.160 |
0.077 |
| High (YTD): |
2/19/2024 |
1.160 |
| Low (YTD): |
6/6/2024 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.99% |
| Volatility 6M: |
|
201.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
