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JP Morgan Call 100 WYNN 21.06.202.../  DE000JL5HG11  /

EUWAX
2024-05-16  9:22:59 AM Chg.-0.020 Bid6:07:43 PM Ask6:07:43 PM Underlying Strike price Expiration date Option type
0.220EUR -8.33% 0.230
Bid Size: 50,000		 0.240
Ask Size: 50,000		 Wynn Resorts Ltd 100.00 - 2024-06-21 Call
 

Master data

WKN: JL5HG1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2023-05-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.86
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.26
Parity: -1.03
Time value: 0.25
Break-even: 102.50
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 2.89
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.29
Theta: -0.07
Omega: 10.43
Rho: 0.02
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -61.40%
3 Months
  -80.53%
YTD
  -61.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.570 0.190
6M High / 6M Low: 1.200 0.190
High (YTD): 2024-02-09 1.200
Low (YTD): 2024-05-13 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   0.633
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   336.08%
Volatility 6M:   201.40%
Volatility 1Y:   -
Volatility 3Y:   -