OverviewChartNewsTraderScreen

JP Morgan Call 250 STZ 21.06.2024/  DE000JS81M31  /

EUWAX
2024-06-04  10:05:59 AM Chg.-0.060 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.410EUR -12.77% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 250.00 - 2024-06-21 Call
 

Master data

WKN: JS81M3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.16
Parity: -2.05
Time value: 0.54
Break-even: 255.40
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 8.93
Spread abs.: 0.09
Spread %: 20.00%
Delta: 0.29
Theta: -0.32
Omega: 12.45
Rho: 0.03
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month
  -59.80%
3 Months
  -64.66%
YTD
  -65.55%
1 Year
  -84.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.190
1M High / 1M Low: 1.390 0.190
6M High / 6M Low: 2.420 0.190
High (YTD): 2024-03-26 2.420
Low (YTD): 2024-05-30 0.190
52W High: 2023-08-09 3.920
52W Low: 2024-05-30 0.190
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.736
Avg. volume 1M:   0.000
Avg. price 6M:   1.308
Avg. volume 6M:   0.000
Avg. price 1Y:   1.888
Avg. volume 1Y:   0.000
Volatility 1M:   420.19%
Volatility 6M:   221.08%
Volatility 1Y:   173.38%
Volatility 3Y:   -