JP Morgan Call 90 WYNN 21.06.2024
/ DE000JB3CNM5
JP Morgan Call 90 WYNN 21.06.2024/ DE000JB3CNM5 /
| 2024-06-05 4:08:42 PM |
Chg.- |
Bid10:02:06 AM |
Ask10:02:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
- |
0.390
Bid Size: 2,000 |
0.430
Ask Size: 2,000 |
Wynn Resorts Ltd |
90.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB3CNM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.25 |
| Parity: |
-0.41 |
| Time value: |
0.44 |
| Break-even: |
94.40 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
9.06 |
| Spread abs.: |
0.04 |
| Spread %: |
10.00% |
| Delta: |
0.43 |
| Theta: |
-0.20 |
| Omega: |
8.45 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.360 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-72.31% |
| YTD |
|
|
-62.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.330 |
| 1M High / 1M Low: |
1.000 |
0.330 |
| 6M High / 6M Low: |
1.880 |
0.330 |
| High (YTD): |
2024-02-09 |
1.880 |
| Low (YTD): |
2024-05-30 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.65% |
| Volatility 6M: |
|
163.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
