OverviewChartNewsTraderScreen

JP Morgan Put 85 WYNN 21.06.2024/  DE000JS51N44  /

EUWAX
2024-05-31  11:44:55 AM Chg.-0.024 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.028EUR -46.15% -
Bid Size: -		 -
Ask Size: -		 Wynn Resorts Ltd 85.00 - 2024-06-21 Put
 

Master data

WKN: JS51N4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -100.51
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.25
Parity: -0.04
Time value: 0.09
Break-even: 84.15
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.05
Spread %: 142.86%
Delta: -0.41
Theta: -0.02
Omega: -40.93
Rho: -0.02
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -70.53%
3 Months
  -80.00%
YTD
  -94.29%
1 Year
  -97.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.021
1M High / 1M Low: 0.140 0.020
6M High / 6M Low: 0.850 0.020
High (YTD): 2024-01-02 0.490
Low (YTD): 2024-05-21 0.020
52W High: 2023-06-01 1.100
52W Low: 2024-05-21 0.020
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   0.504
Avg. volume 1Y:   0.000
Volatility 1M:   526.81%
Volatility 6M:   292.90%
Volatility 1Y:   223.14%
Volatility 3Y:   -