JP Morgan Put 80 WYNN 20.09.2024
/ DE000JB56800
JP Morgan Put 80 WYNN 20.09.2024/ DE000JB56800 /
02/08/2024 08:10:12 |
Chg.+0.200 |
Bid11:20:18 |
Ask11:20:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+76.92% |
0.480 Bid Size: 3,000 |
0.510 Ask Size: 3,000 |
Wynn Resorts Ltd |
80.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JB5680 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Wynn Resorts Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
14/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
0.12 |
Time value: |
0.32 |
Break-even: |
69.81 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.03 |
Spread %: |
6.82% |
Delta: |
-0.51 |
Theta: |
-0.04 |
Omega: |
-8.49 |
Rho: |
-0.06 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.43% |
1 Month |
|
|
+187.50% |
3 Months |
|
|
+84.00% |
YTD |
|
|
-14.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.250 |
1M High / 1M Low: |
0.380 |
0.150 |
6M High / 6M Low: |
0.420 |
0.110 |
High (YTD): |
17/01/2024 |
0.580 |
Low (YTD): |
04/06/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.199 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.58% |
Volatility 6M: |
|
194.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |