JP Morgan Call 95 WYNN 20.09.2024
/ DE000JB56842
JP Morgan Call 95 WYNN 20.09.2024/ DE000JB56842 /
| 2024-05-31 8:10:13 AM |
Chg.+0.070 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
Wynn Resorts Ltd |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB5684 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.23 |
| Time value: |
0.57 |
| Break-even: |
93.41 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
0.50 |
| Theta: |
-0.03 |
| Omega: |
7.57 |
| Rho: |
0.11 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
-66.86% |
| YTD |
|
|
-45.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.490 |
| 1M High / 1M Low: |
1.020 |
0.490 |
| 6M High / 6M Low: |
1.790 |
0.490 |
| High (YTD): |
2024-02-12 |
1.790 |
| Low (YTD): |
2024-05-30 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.83% |
| Volatility 6M: |
|
122.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
