JP Morgan Put 95 WYNN 17.01.2025
/ DE000JL0H978
JP Morgan Put 95 WYNN 17.01.2025/ DE000JL0H978 /
05/09/2024 08:59:04 |
Chg.-0.14 |
Bid10:07:21 |
Ask10:07:21 |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
-7.82% |
1.63 Bid Size: 2,000 |
1.69 Ask Size: 2,000 |
Wynn Resorts Ltd |
95.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL0H97 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Wynn Resorts Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 - |
Maturity: |
17/01/2025 |
Issue date: |
12/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
2.55 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
2.55 |
Time value: |
-0.82 |
Break-even: |
77.70 |
Moneyness: |
1.37 |
Premium: |
-0.12 |
Premium p.a.: |
-0.29 |
Spread abs.: |
0.06 |
Spread %: |
3.59% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.65 |
High: |
1.65 |
Low: |
1.65 |
Previous Close: |
1.79 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-10.33% |
3 Months |
|
|
+98.80% |
YTD |
|
|
+22.22% |
1 Year |
|
|
+13.01% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.79 |
1.67 |
1M High / 1M Low: |
1.97 |
1.60 |
6M High / 6M Low: |
1.97 |
0.66 |
High (YTD): |
13/08/2024 |
1.97 |
Low (YTD): |
04/04/2024 |
0.66 |
52W High: |
13/08/2024 |
1.97 |
52W Low: |
04/04/2024 |
0.66 |
Avg. price 1W: |
|
1.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.25 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
114.68% |
Volatility 6M: |
|
101.58% |
Volatility 1Y: |
|
89.98% |
Volatility 3Y: |
|
- |