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JP Morgan Call 230 STZ 17.01.2025/  DE000JS66MH9  /

EUWAX
2024-06-13  11:42:34 AM Chg.+0.01 Bid9:28:29 PM Ask9:28:29 PM Underlying Strike price Expiration date Option type
3.14EUR +0.32% 3.37
Bid Size: 30,000		 3.41
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: 7.01
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.35
Implied volatility: 0.41
Historic volatility: 0.16
Parity: 0.35
Time value: 2.98
Break-even: 263.30
Moneyness: 1.02
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.15
Spread %: 4.72%
Delta: 0.61
Theta: -0.08
Omega: 4.27
Rho: 0.65
 

Quote data

Open: 3.14
High: 3.14
Low: 3.14
Previous Close: 3.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.08%
1 Month
  -22.47%
3 Months
  -28.96%
YTD
  -8.19%
1 Year
  -32.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.13 2.96
1M High / 1M Low: 4.05 2.52
6M High / 6M Low: 4.99 2.52
High (YTD): 2024-03-28 4.99
Low (YTD): 2024-05-30 2.52
52W High: 2023-08-10 6.23
52W Low: 2024-05-30 2.52
Avg. price 1W:   3.04
Avg. volume 1W:   0.00
Avg. price 1M:   3.12
Avg. volume 1M:   0.00
Avg. price 6M:   3.75
Avg. volume 6M:   0.00
Avg. price 1Y:   4.18
Avg. volume 1Y:   0.00
Volatility 1M:   102.46%
Volatility 6M:   76.67%
Volatility 1Y:   72.40%
Volatility 3Y:   -