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

EUWAX
2024-06-03  10:16:29 AM Chg.+0.007 Bid9:47:14 PM Ask9:47:14 PM Underlying Strike price Expiration date Option type
0.060EUR +13.21% 0.056
Bid Size: 25,000		 0.076
Ask Size: 25,000		 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: 62.45
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.25
Parity: -2.31
Time value: 0.14
Break-even: 111.97
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.29
Spread abs.: 0.08
Spread %: 125.81%
Delta: 0.16
Theta: -0.02
Omega: 10.10
Rho: 0.04
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -57.14%
3 Months
  -89.66%
YTD
  -81.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.038
1M High / 1M Low: 0.170 0.038
6M High / 6M Low: 0.720 0.038
High (YTD): 2024-02-09 0.720
Low (YTD): 2024-05-30 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.92%
Volatility 6M:   211.53%
Volatility 1Y:   -
Volatility 3Y:   -