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JP Morgan Call 250 STZ 17.01.2025/  DE000JS66MK3  /

EUWAX
2024-09-20  11:21:45 AM Chg.-0.31 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.19EUR -20.67% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 250.00 - 2025-01-17 Call
 

Master data

WKN: JS66MK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.92
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.17
Parity: -2.78
Time value: 1.24
Break-even: 262.40
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.67
Spread abs.: 0.09
Spread %: 7.83%
Delta: 0.38
Theta: -0.09
Omega: 6.74
Rho: 0.23
 

Quote data

Open: 1.19
High: 1.19
Low: 1.19
Previous Close: 1.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.49%
1 Month  
+0.85%
3 Months
  -54.58%
YTD
  -50.83%
1 Year
  -70.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 1.19
1M High / 1M Low: 1.53 0.86
6M High / 6M Low: 3.60 0.86
High (YTD): 2024-03-26 3.60
Low (YTD): 2024-09-03 0.86
52W High: 2023-09-22 3.99
52W Low: 2024-09-03 0.86
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.22
Avg. volume 1M:   0.00
Avg. price 6M:   1.97
Avg. volume 6M:   0.00
Avg. price 1Y:   2.30
Avg. volume 1Y:   0.00
Volatility 1M:   193.56%
Volatility 6M:   164.94%
Volatility 1Y:   132.27%
Volatility 3Y:   -