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JP Morgan Call 110 WYNN 20.09.202.../  DE000JB56875  /

EUWAX
2024-06-10  8:10:13 AM Chg.0.000 Bid12:35:05 PM Ask12:35:05 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 3,000		 0.150
Ask Size: 3,000		 Wynn Resorts Ltd 110.00 USD 2024-09-20 Call
 

Master data

WKN: JB5687
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 110.00 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: 54.79
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.25
Parity: -1.56
Time value: 0.16
Break-even: 103.63
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.92
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.20
Theta: -0.02
Omega: 11.23
Rho: 0.05
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -64.52%
3 Months
  -83.33%
YTD
  -79.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.310 0.110
6M High / 6M Low: 1.030 0.110
High (YTD): 2024-02-12 1.030
Low (YTD): 2024-06-07 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.29%
Volatility 6M:   170.74%
Volatility 1Y:   -
Volatility 3Y:   -