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JP Morgan Call 220 STZ 17.01.2025/  DE000JS9G1A0  /

EUWAX
2024-09-20  10:15:25 AM Chg.-0.39 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
3.07EUR -11.27% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 220.00 - 2025-01-17 Call
 

Master data

WKN: JS9G1A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-02-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.12
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.22
Implied volatility: 0.58
Historic volatility: 0.17
Parity: 0.22
Time value: 2.90
Break-even: 251.20
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.46
Spread abs.: 0.10
Spread %: 3.31%
Delta: 0.59
Theta: -0.13
Omega: 4.21
Rho: 0.32
 

Quote data

Open: 3.07
High: 3.07
Low: 3.07
Previous Close: 3.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.50%
1 Month  
+3.37%
3 Months
  -35.77%
YTD
  -23.25%
1 Year
  -47.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.53 3.07
1M High / 1M Low: 3.53 2.51
6M High / 6M Low: 5.74 2.51
High (YTD): 2024-03-26 5.74
Low (YTD): 2024-08-30 2.51
52W High: 2023-09-22 5.87
52W Low: 2024-08-30 2.51
Avg. price 1W:   3.40
Avg. volume 1W:   0.00
Avg. price 1M:   3.07
Avg. volume 1M:   0.00
Avg. price 6M:   3.91
Avg. volume 6M:   0.00
Avg. price 1Y:   4.11
Avg. volume 1Y:   0.00
Volatility 1M:   97.51%
Volatility 6M:   100.14%
Volatility 1Y:   85.15%
Volatility 3Y:   -