JP Morgan Call 90 WYNN 17.01.2025
/ DE000JB1JQ04
JP Morgan Call 90 WYNN 17.01.2025/ DE000JB1JQ04 /
| 10/8/2024 10:52:09 AM |
Chg.-0.73 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-35.44% |
-
Bid Size: - |
-
Ask Size: - |
Wynn Resorts Ltd |
90.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JB1JQ0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.26 |
| Parity: |
0.70 |
| Time value: |
1.19 |
| Break-even: |
108.90 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.06 |
| Spread %: |
3.28% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
3.38 |
| Rho: |
0.12 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.39% |
| 1 Month |
|
|
+533.33% |
| 3 Months |
|
|
+98.51% |
| YTD |
|
|
-13.07% |
| 1 Year |
|
|
-33.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.02 |
| 1M High / 1M Low: |
2.06 |
0.17 |
| 6M High / 6M Low: |
2.36 |
0.17 |
| High (YTD): |
2/9/2024 |
2.49 |
| Low (YTD): |
9/11/2024 |
0.17 |
| 52W High: |
2/9/2024 |
2.49 |
| 52W Low: |
9/11/2024 |
0.17 |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
505.63% |
| Volatility 6M: |
|
256.86% |
| Volatility 1Y: |
|
192.55% |
| Volatility 3Y: |
|
- |
