JP Morgan Call 90 WYNN 21.06.2024
/ DE000JB3CNM5
JP Morgan Call 90 WYNN 21.06.2024/ DE000JB3CNM5 /
| 2024-06-12 10:58:00 AM |
Chg.-0.080 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-23.53% |
-
Bid Size: - |
-
Ask Size: - |
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: |
29.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.25 |
| Parity: |
-0.46 |
| Time value: |
0.29 |
| Break-even: |
92.90 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
29.10 |
| Spread abs.: |
0.04 |
| Spread %: |
16.00% |
| Delta: |
0.38 |
| Theta: |
-0.25 |
| Omega: |
11.22 |
| Rho: |
0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-69.05% |
| 3 Months |
|
|
-83.85% |
| YTD |
|
|
-73.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.330 |
| 1M High / 1M Low: |
0.840 |
0.330 |
| 6M High / 6M Low: |
1.880 |
0.330 |
| High (YTD): |
2024-02-09 |
1.880 |
| Low (YTD): |
2024-06-07 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.17% |
| Volatility 6M: |
|
163.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
