JP Morgan Call 90 WYNN 17.01.2025
/ DE000JB1JQ04
JP Morgan Call 90 WYNN 17.01.2025/ DE000JB1JQ04 /
| 2024-06-05 4:08:22 PM |
Chg.-0.12 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-9.76% |
-
Bid Size: - |
-
Ask Size: - |
Wynn Resorts Ltd |
90.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JB1JQ0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
-0.46 |
| Time value: |
1.20 |
| Break-even: |
102.00 |
| Moneyness: |
0.95 |
| Premium: |
0.19 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.07 |
| Spread %: |
6.19% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
3.89 |
| Rho: |
0.21 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.11 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
-25.50% |
| 3 Months |
|
|
-40.64% |
| YTD |
|
|
-27.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.08 |
| 1M High / 1M Low: |
1.70 |
1.08 |
| 6M High / 6M Low: |
2.49 |
1.07 |
| High (YTD): |
2024-02-09 |
2.49 |
| Low (YTD): |
2024-05-30 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.13% |
| Volatility 6M: |
|
93.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
