JP Morgan Call 95 WYNN 21.06.2024
/ DE000JL9LSS7
JP Morgan Call 95 WYNN 21.06.2024/ DE000JL9LSS7 /
| 2024-05-31 9:35:29 AM |
Chg.+0.050 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+41.67% |
-
Bid Size: - |
-
Ask Size: - |
Wynn Resorts Ltd |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JL9LSS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.23 |
| Time value: |
0.19 |
| Break-even: |
89.61 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.04 |
| Spread %: |
26.67% |
| Delta: |
0.40 |
| Theta: |
-0.07 |
| Omega: |
17.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.17% |
| 1 Month |
|
|
-69.64% |
| 3 Months |
|
|
-85.47% |
| YTD |
|
|
-77.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.120 |
| 1M High / 1M Low: |
0.650 |
0.120 |
| 6M High / 6M Low: |
1.510 |
0.120 |
| High (YTD): |
2024-02-09 |
1.510 |
| Low (YTD): |
2024-05-30 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.98% |
| Volatility 6M: |
|
189.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
