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JP Morgan Call 44 LVS 21.06.2024/  DE000JB2HTQ4  /

EUWAX
2024-06-07  10:28:09 AM Chg.-0.002 Bid5:15:43 PM Ask5:15:43 PM Underlying Strike price Expiration date Option type
0.075EUR -2.60% 0.140
Bid Size: 200,000		 0.150
Ask Size: 200,000		 Las Vegas Sands Corp 44.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-06-20
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): 2024-02-19 1.160
Low (YTD): 2024-06-06 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:   -