JP Morgan Put 80 WYNN 16.08.2024
/ DE000JK6YAF2
JP Morgan Put 80 WYNN 16.08.2024/ DE000JK6YAF2 /
2024-05-28 10:42:31 AM |
Chg.-0.003 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
-3.45% |
- Bid Size: - |
- Ask Size: - |
Wynn Resorts Ltd |
80.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK6YAF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Wynn Resorts Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-04-19 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-51.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.26 |
Parity: |
-1.35 |
Time value: |
0.17 |
Break-even: |
71.96 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.09 |
Spread %: |
104.82% |
Delta: |
-0.17 |
Theta: |
-0.03 |
Omega: |
-8.47 |
Rho: |
-0.04 |
Quote data
Open: |
0.084 |
High: |
0.084 |
Low: |
0.084 |
Previous Close: |
0.087 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.31% |
1 Month |
|
|
-47.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.093 |
0.071 |
1M High / 1M Low: |
0.180 |
0.064 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |