JP Morgan Call 115 WYNN 16.01.2026
/ DE000JK6RQ75
JP Morgan Call 115 WYNN 16.01.202.../ DE000JK6RQ75 /
2024-06-05 8:30:50 AM |
Chg.-0.09 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
1.03EUR |
-8.04% |
1.03 Bid Size: 2,000 |
1.23 Ask Size: 2,000 |
Wynn Resorts Ltd |
115.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
JK6RQ7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Wynn Resorts Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-03 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.25 |
Parity: |
-2.03 |
Time value: |
1.22 |
Break-even: |
117.88 |
Moneyness: |
0.81 |
Premium: |
0.38 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.20 |
Spread %: |
19.61% |
Delta: |
0.48 |
Theta: |
-0.02 |
Omega: |
3.36 |
Rho: |
0.47 |
Quote data
Open: |
1.03 |
High: |
1.03 |
Low: |
1.03 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.50% |
1 Month |
|
|
-21.37% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.16 |
1.02 |
1M High / 1M Low: |
1.49 |
1.02 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.10 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |