JP Morgan Call 245 STZ 20.09.2024
/ DE000JK2RT84
JP Morgan Call 245 STZ 20.09.2024/ DE000JK2RT84 /
| 2024-06-21 9:45:08 AM |
Chg.-0.05 |
Bid7:47:01 PM |
Ask7:47:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-2.20% |
2.22
Bid Size: 30,000 |
2.25
Ask Size: 30,000 |
Constellation Brands... |
245.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK2RT8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
1.67 |
| Time value: |
0.52 |
| Break-even: |
250.70 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
4.46% |
| Delta: |
0.79 |
| Theta: |
-0.06 |
| Omega: |
8.90 |
| Rho: |
0.43 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.04% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-28.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
1.62 |
| 1M High / 1M Low: |
2.29 |
1.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
