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JP Morgan Put 85 WYNN 21.06.2024/  DE000JS51N44  /

EUWAX
2024-06-05  11:59:06 AM Chg.+0.003 Bid7:29:17 PM Ask7:29:17 PM Underlying Strike price Expiration date Option type
0.018EUR +20.00% 0.015
Bid Size: 25,000		 0.035
Ask Size: 25,000		 Wynn Resorts Ltd 85.00 - 2024-06-21 Put
 

Master data

WKN: JS51N4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -108.09
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.25
Parity: -0.04
Time value: 0.08
Break-even: 84.21
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.37
Spread abs.: 0.06
Spread %: 315.79%
Delta: -0.41
Theta: -0.03
Omega: -44.68
Rho: -0.02
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.57%
1 Month
  -85.00%
3 Months
  -91.00%
YTD
  -96.33%
1 Year
  -98.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.015
1M High / 1M Low: 0.098 0.015
6M High / 6M Low: 0.850 0.015
High (YTD): 2024-01-02 0.490
Low (YTD): 2024-06-04 0.015
52W High: 2023-06-06 0.970
52W Low: 2024-06-04 0.015
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.492
Avg. volume 1Y:   0.000
Volatility 1M:   555.74%
Volatility 6M:   306.18%
Volatility 1Y:   231.69%
Volatility 3Y:   -