JP Morgan Put 85 WYNN 20.09.2024
/ DE000JB56826
JP Morgan Put 85 WYNN 20.09.2024/ DE000JB56826 /
| 2024-06-10 8:10:13 AM |
Chg.-0.020 |
Bid10:42:53 AM |
Ask10:42:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.220
Bid Size: 2,000 |
0.270
Ask Size: 2,000 |
Wynn Resorts Ltd |
85.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB5682 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 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: |
-35.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.76 |
| Time value: |
0.24 |
| Break-even: |
76.45 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.05 |
| Spread %: |
23.81% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-8.92 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-4.55% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.300 |
0.190 |
| 6M High / 6M Low: |
0.950 |
0.190 |
| High (YTD): |
2024-01-17 |
0.750 |
| Low (YTD): |
2024-05-21 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.99% |
| Volatility 6M: |
|
153.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
