JP Morgan Call 240 STZ 21.06.2024
/ DE000JS841Z4
JP Morgan Call 240 STZ 21.06.2024/ DE000JS841Z4 /
2024-06-10 10:05:27 AM |
Chg.+0.03 |
Bid4:25:19 PM |
Ask4:25:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.08EUR |
+2.86% |
1.10 Bid Size: 20,000 |
1.14 Ask Size: 20,000 |
Constellation Brands... |
240.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JS841Z |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.97 |
Historic volatility: |
0.16 |
Parity: |
-0.72 |
Time value: |
1.26 |
Break-even: |
252.60 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
14.01 |
Spread abs.: |
0.15 |
Spread %: |
13.51% |
Delta: |
0.46 |
Theta: |
-0.72 |
Omega: |
8.57 |
Rho: |
0.03 |
Quote data
Open: |
1.08 |
High: |
1.08 |
Low: |
1.08 |
Previous Close: |
1.05 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.57% |
1 Month |
|
|
-51.35% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-35.33% |
1 Year |
|
|
-62.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.14 |
0.98 |
1M High / 1M Low: |
2.23 |
0.60 |
6M High / 6M Low: |
3.22 |
0.60 |
High (YTD): |
2024-03-26 |
3.22 |
Low (YTD): |
2024-05-30 |
0.60 |
52W High: |
2023-08-09 |
4.59 |
52W Low: |
2024-05-30 |
0.60 |
Avg. price 1W: |
|
1.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.45 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
283.15% |
Volatility 6M: |
|
166.82% |
Volatility 1Y: |
|
138.64% |
Volatility 3Y: |
|
- |