JP Morgan Put 90 WYNN 18.10.2024
/ DE000JK5YA18
JP Morgan Put 90 WYNN 18.10.2024/ DE000JK5YA18 /
| 2024-06-06 10:31:23 AM |
Chg.-0.010 |
Bid8:41:07 PM |
Ask8:41:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
0.430
Bid Size: 75,000 |
0.450
Ask Size: 75,000 |
Wynn Resorts Ltd |
90.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK5YA1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.31 |
| Time value: |
0.47 |
| Break-even: |
78.07 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
11.90% |
| Delta: |
-0.36 |
| Theta: |
-0.02 |
| Omega: |
-6.62 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.400 |
| 1M High / 1M Low: |
0.540 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
