JP Morgan Put 95 WYNN 20.09.2024
/ DE000JB950Z2
JP Morgan Put 95 WYNN 20.09.2024/ DE000JB950Z2 /
| 2024-05-31 9:28:40 AM |
Chg.-0.100 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-14.08% |
-
Bid Size: - |
-
Ask Size: - |
Wynn Resorts Ltd |
95.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB950Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.01 |
| Time value: |
0.51 |
| Break-even: |
82.32 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
-0.44 |
| Theta: |
-0.02 |
| Omega: |
-7.37 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
-1.61% |
| 3 Months |
|
|
+1.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.560 |
| 1M High / 1M Low: |
0.750 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
