JP Morgan Put 80 WYNN 20.09.2024
/ DE000JB56800
JP Morgan Put 80 WYNN 20.09.2024/ DE000JB56800 /
| 8/2/2024 8:10:12 AM |
Chg.+0.200 |
Bid11:20:18 AM |
Ask11:20:18 AM |
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 |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/14/2023 |
| Last trading day: |
9/19/2024 |
| 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): |
1/17/2024 |
0.580 |
| Low (YTD): |
6/4/2024 |
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: |
|
- |
