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JP Morgan Put 40 LVS 17.01.2025/  DE000JS954E0  /

EUWAX
2024-06-03  11:04:49 AM Chg.-0.030 Bid6:11:16 PM Ask6:11:16 PM Underlying Strike price Expiration date Option type
0.190EUR -13.64% 0.200
Bid Size: 200,000		 0.210
Ask Size: 200,000		 Las Vegas Sands Corp 40.00 - 2025-01-17 Put
 

Master data

WKN: JS954E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Las Vegas Sands Corp
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-03-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.86
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.26
Parity: -0.15
Time value: 0.22
Break-even: 37.80
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 15.79%
Delta: -0.35
Theta: -0.01
Omega: -6.52
Rho: -0.10
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -5.00%
3 Months  
+26.67%
YTD
  -32.14%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.200
1M High / 1M Low: 0.220 0.160
6M High / 6M Low: 0.400 0.130
High (YTD): 2024-01-17 0.310
Low (YTD): 2024-04-08 0.130
52W High: 2023-10-05 0.550
52W Low: 2024-04-08 0.130
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   0.298
Avg. volume 1Y:   0.000
Volatility 1M:   93.96%
Volatility 6M:   125.68%
Volatility 1Y:   107.49%
Volatility 3Y:   -