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JP Morgan Call 120 WYNN 20.09.202.../  DE000JB66NS0  /

EUWAX
2024-06-07  10:30:59 AM Chg.- Bid9:24:17 AM Ask9:24:17 AM Underlying Strike price Expiration date Option type
0.032EUR - 0.032
Bid Size: 1,000		 0.110
Ask Size: 1,000		 Wynn Resorts Ltd 120.00 USD 2024-09-20 Call
 

Master data

WKN: JB66NS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 84.67
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -2.49
Time value: 0.10
Break-even: 112.35
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.56
Spread abs.: 0.07
Spread %: 233.33%
Delta: 0.13
Theta: -0.02
Omega: 10.97
Rho: 0.03
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -75.38%
3 Months
  -92.00%
YTD
  -90.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.032
1M High / 1M Low: 0.130 0.032
6M High / 6M Low: 0.720 0.032
High (YTD): 2024-02-09 0.720
Low (YTD): 2024-06-07 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.325
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.45%
Volatility 6M:   215.32%
Volatility 1Y:   -
Volatility 3Y:   -