JP Morgan Put 90 WYNN 20.09.2024
/ DE000JB972A9
JP Morgan Put 90 WYNN 20.09.2024/ DE000JB972A9 /
| 2024-06-06 12:33:30 PM |
Chg.-0.030 |
Bid8:41:07 PM |
Ask8:41:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
0.370
Bid Size: 75,000 |
0.380
Ask Size: 75,000 |
Wynn Resorts Ltd |
90.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB972A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.31 |
| Time value: |
0.37 |
| Break-even: |
79.09 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-8.28 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.40% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-26.53% |
| YTD |
|
|
-59.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.340 |
| 1M High / 1M Low: |
0.470 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
0.920 |
| Low (YTD): |
2024-04-04 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
