JP Morgan Put 95 WYNN 20.09.2024
/ DE000JB950Z2
JP Morgan Put 95 WYNN 20.09.2024/ DE000JB950Z2 /
| 2024-06-06 9:28:21 AM |
Chg.-0.010 |
Bid11:56:40 AM |
Ask11:56:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-1.72% |
0.570
Bid Size: 2,000 |
0.610
Ask Size: 2,000 |
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: |
-14.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
0.46 |
| Break-even: |
81.26 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
7.02% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-6.79 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.72% |
| 1 Month |
|
|
-10.94% |
| 3 Months |
|
|
-14.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.530 |
| 1M High / 1M Low: |
0.710 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
