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JP Morgan Call 230 STZ 17.01.2025/  DE000JS66MH9  /

EUWAX
20/05/2024  11:29:29 Chg.- Bid09:53:33 Ask09:53:33 Underlying Strike price Expiration date Option type
3.47EUR - 3.08
Bid Size: 2,000		 3.23
Ask Size: 2,000		 Constellation Brands... 230.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.10
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 0.07
Implied volatility: 0.40
Historic volatility: 0.16
Parity: 0.07
Time value: 3.18
Break-even: 262.50
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.22
Spread abs.: 0.15
Spread %: 4.84%
Delta: 0.60
Theta: -0.07
Omega: 4.25
Rho: 0.70
 

Quote data

Open: 3.47
High: 3.47
Low: 3.47
Previous Close: 3.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.68%
1 Month
  -10.10%
3 Months  
+3.58%
YTD  
+1.46%
1 Year
  -8.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.80 3.24
1M High / 1M Low: 4.18 3.24
6M High / 6M Low: 4.99 3.10
High (YTD): 28/03/2024 4.99
Low (YTD): 16/05/2024 3.24
52W High: 10/08/2023 6.23
52W Low: 12/10/2023 3.04
Avg. price 1W:   3.48
Avg. volume 1W:   0.00
Avg. price 1M:   3.81
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:   86.56%
Volatility 6M:   70.53%
Volatility 1Y:   69.74%
Volatility 3Y:   -