JP Morgan Call 46 LVS 21.06.2024
/ DE000JB1ZYA2
JP Morgan Call 46 LVS 21.06.2024/ DE000JB1ZYA2 /
| 2024-05-31 10:48:17 AM |
Chg.-0.001 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-2.08% |
-
Bid Size: - |
-
Ask Size: - |
Las Vegas Sands Corp |
46.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB1ZYA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Las Vegas Sands Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.26 |
| Parity: |
-0.45 |
| Time value: |
0.09 |
| Break-even: |
46.92 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
8.36 |
| Spread abs.: |
0.02 |
| Spread %: |
19.48% |
| Delta: |
0.27 |
| Theta: |
-0.05 |
| Omega: |
12.09 |
| Rho: |
0.01 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.27% |
| 1 Month |
|
|
-72.35% |
| 3 Months |
|
|
-94.89% |
| YTD |
|
|
-92.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.047 |
| 1M High / 1M Low: |
0.240 |
0.047 |
| 6M High / 6M Low: |
1.000 |
0.047 |
| High (YTD): |
2024-02-19 |
1.000 |
| Low (YTD): |
2024-05-31 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.541 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.56% |
| Volatility 6M: |
|
208.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
