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JP Morgan Call 125 WYNN 21.06.202.../  DE000JS51ND8  /

EUWAX
2024-05-16  11:42:05 AM Chg.0.000 Bid7:24:01 PM Ask7:24:01 PM Underlying Strike price Expiration date Option type
0.002EUR 0.00% 0.002
Bid Size: 10,000		 0.032
Ask Size: 10,000		 Wynn Resorts Ltd 125.00 - 2024-06-21 Call
 

Master data

WKN: JS51ND
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 89.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.26
Parity: -3.53
Time value: 0.10
Break-even: 126.00
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 30.51
Spread abs.: 0.10
Spread %: 4,900.00%
Delta: 0.11
Theta: -0.06
Omega: 9.55
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -95.74%
3 Months
  -99.09%
YTD
  -98.18%
1 Year
  -99.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.047 0.002
6M High / 6M Low: 0.280 0.002
High (YTD): 2024-02-09 0.280
Low (YTD): 2024-05-15 0.002
52W High: 2023-05-19 1.430
52W Low: 2024-05-15 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.394
Avg. volume 1Y:   0.000
Volatility 1M:   351.55%
Volatility 6M:   291.38%
Volatility 1Y:   234.44%
Volatility 3Y:   -