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JP Morgan Call 250 STZ 21.06.2024/  DE000JS81M31  /

EUWAX
15/05/2024  09:59:01 Chg.-0.34 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.80EUR -29.82% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 250.00 - 21/06/2024 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: 21/06/2024
Issue date: 10/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.10
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.16
Parity: -1.51
Time value: 0.90
Break-even: 259.00
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 1.62
Spread abs.: 0.10
Spread %: 12.50%
Delta: 0.38
Theta: -0.20
Omega: 10.00
Rho: 0.08
 

Quote data

Open: 0.80
High: 0.80
Low: 0.80
Previous Close: 1.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.62%
1 Month
  -54.02%
3 Months
  -20.00%
YTD
  -32.77%
1 Year
  -57.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.13
1M High / 1M Low: 1.74 0.88
6M High / 6M Low: 2.42 0.88
High (YTD): 26/03/2024 2.42
Low (YTD): 02/05/2024 0.88
52W High: 09/08/2023 3.92
52W Low: 02/05/2024 0.88
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   1.98
Avg. volume 1Y:   0.00
Volatility 1M:   214.25%
Volatility 6M:   160.97%
Volatility 1Y:   136.03%
Volatility 3Y:   -