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JP Morgan Call 44 LVS 21.06.2024/  DE000JB2HTQ4  /

EUWAX
2024-05-24  10:01:42 AM Chg.-0.040 Bid1:00:57 PM Ask1:00:57 PM Underlying Strike price Expiration date Option type
0.210EUR -16.00% 0.200
Bid Size: 10,000		 0.220
Ask Size: 10,000		 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: 20.72
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.07
Implied volatility: 0.34
Historic volatility: 0.26
Parity: 0.07
Time value: 0.13
Break-even: 42.70
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.61
Theta: -0.03
Omega: 12.57
Rho: 0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -34.38%
3 Months
  -79.21%
YTD
  -70.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.370 0.220
6M High / 6M Low: 1.160 0.220
High (YTD): 2024-02-19 1.160
Low (YTD): 2024-05-02 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.697
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   243.69%
Volatility 6M:   173.95%
Volatility 1Y:   -
Volatility 3Y:   -