JP Morgan Call 115 WYNN 20.09.2024
/ DE000JB56883
JP Morgan Call 115 WYNN 20.09.202.../ DE000JB56883 /
| 2024-06-05 8:10:14 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Wynn Resorts Ltd |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB5688 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
60.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-2.03 |
| Time value: |
0.14 |
| Break-even: |
107.08 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.08 |
| Spread %: |
115.38% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
10.49 |
| Rho: |
0.04 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-72.80% |
| 3 Months |
|
|
-86.12% |
| YTD |
|
|
-83.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.068 |
| 1M High / 1M Low: |
0.260 |
0.068 |
| 6M High / 6M Low: |
0.840 |
0.068 |
| High (YTD): |
2024-02-12 |
0.840 |
| Low (YTD): |
2024-06-05 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.79% |
| Volatility 6M: |
|
193.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
