JP Morgan Call 105 WYNN 20.09.2024
/ DE000JB56867
JP Morgan Call 105 WYNN 20.09.202.../ DE000JB56867 /
| 2024-06-06 8:10:15 AM |
Chg.0.000 |
Bid8:35:39 AM |
Ask8:35:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Wynn Resorts Ltd |
105.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB5686 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-1.11 |
| Time value: |
0.23 |
| Break-even: |
98.79 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.05 |
| Spread %: |
25.00% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
10.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-58.00% |
| 3 Months |
|
|
-74.07% |
| YTD |
|
|
-68.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.200 |
| 1M High / 1M Low: |
0.550 |
0.200 |
| 6M High / 6M Low: |
1.250 |
0.200 |
| High (YTD): |
2024-02-12 |
1.250 |
| Low (YTD): |
2024-05-30 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.12% |
| Volatility 6M: |
|
155.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
