First I read Can you cancel a bounty and not give it to any of the answers?. Then I had a look to my bounty with my answer, posted after the bounty started, and found no option to give the bounty to myself. I do know, the bounty's gonna be lost, if I give it to myself.
Then I found Can I not give a bounty to myself?...which says this feature was disabled.
So is there any way similar to the one described in the first link metioned above which could make the bounty rep be lost, if the OP (and the bounty starter) thinks no answer is worth even half of it?