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JP Morgan Call 230 STZ 17.01.2025/  DE000JS66MH9  /

EUWAX
2024-05-17  11:42:53 AM Chg.+0.24 Bid5:04:28 PM Ask5:04:28 PM Underlying Strike price Expiration date Option type
3.48EUR +7.41% 3.49
Bid Size: 30,000		 3.53
Ask Size: 30,000		 Constellation Brands... 230.00 - 2025-01-17 Call
 

Master data

WKN: JS66MH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.42
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 0.50
Implied volatility: 0.41
Historic volatility: 0.16
Parity: 0.50
Time value: 3.16
Break-even: 266.60
Moneyness: 1.02
Premium: 0.13
Premium p.a.: 0.21
Spread abs.: 0.15
Spread %: 4.27%
Delta: 0.62
Theta: -0.07
Omega: 3.99
Rho: 0.73
 

Quote data

Open: 3.48
High: 3.48
Low: 3.48
Previous Close: 3.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.71%
1 Month
  -13.00%
3 Months  
+3.26%
YTD  
+1.75%
1 Year
  -4.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.08 3.24
1M High / 1M Low: 4.18 3.24
6M High / 6M Low: 4.99 3.10
High (YTD): 2024-03-28 4.99
Low (YTD): 2024-05-16 3.24
52W High: 2023-08-10 6.23
52W Low: 2023-10-12 3.04
Avg. price 1W:   3.72
Avg. volume 1W:   0.00
Avg. price 1M:   3.86
Avg. volume 1M:   0.00
Avg. price 6M:   3.80
Avg. volume 6M:   0.00
Avg. price 1Y:   4.26
Avg. volume 1Y:   0.00
Volatility 1M:   85.67%
Volatility 6M:   70.04%
Volatility 1Y:   69.74%
Volatility 3Y:   -