JP Morgan Call 105 WYNN 19.07.2024
/ DE000JK4F082
JP Morgan Call 105 WYNN 19.07.202.../ DE000JK4F082 /
| 28/05/2024 09:51:26 |
Chg.- |
Bid09:31:37 |
Ask09:31:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
- |
0.062
Bid Size: 2,000 |
0.110
Ask Size: 2,000 |
Wynn Resorts Ltd |
105.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JK4F08 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
-0.96 |
| Time value: |
0.18 |
| Break-even: |
98.47 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.09 |
| Spread %: |
104.55% |
| Delta: |
0.26 |
| Theta: |
-0.04 |
| Omega: |
12.68 |
| Rho: |
0.03 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.085 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.29% |
| 1 Month |
|
|
-68.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.085 |
| 1M High / 1M Low: |
0.300 |
0.085 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
