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JP Morgan Put 46 LVS 21.06.2024/  DE000JB2Q530  /

EUWAX
2024-06-03  8:21:40 AM Chg.-0.070 Bid2:48:22 PM Ask2:48:22 PM Underlying Strike price Expiration date Option type
0.150EUR -31.82% 0.150
Bid Size: 10,000		 0.170
Ask Size: 10,000		 Las Vegas Sands Corp 46.00 USD 2024-06-21 Put
 

Master data

WKN: JB2Q53
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Las Vegas Sands Corp
Type: Warrant
Option type: Put
Strike price: 46.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.49
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.09
Implied volatility: 0.30
Historic volatility: 0.26
Parity: 0.09
Time value: 0.07
Break-even: 40.82
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 13.33%
Delta: -0.60
Theta: -0.03
Omega: -15.96
Rho: -0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month  
+7.14%
3 Months  
+100.00%
YTD
  -40.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.160
1M High / 1M Low: 0.250 0.083
6M High / 6M Low: 0.420 0.058
High (YTD): 2024-01-17 0.280
Low (YTD): 2024-04-04 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.85%
Volatility 6M:   253.83%
Volatility 1Y:   -
Volatility 3Y:   -