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JP Morgan Call 250 STZ 17.01.2025/  DE000JS66MK3  /

EUWAX
20/06/2024  11:39:21 Chg.-0.04 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
2.65EUR -1.49% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 250.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.58
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -0.47
Time value: 2.86
Break-even: 278.60
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.20
Spread %: 7.52%
Delta: 0.56
Theta: -0.08
Omega: 4.81
Rho: 0.63
 

Quote data

Open: 2.65
High: 2.65
Low: 2.65
Previous Close: 2.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.84%
1 Month  
+40.21%
3 Months
  -24.72%
YTD  
+9.50%
1 Year
  -22.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.69 2.01
1M High / 1M Low: 2.69 1.45
6M High / 6M Low: 3.60 1.45
High (YTD): 26/03/2024 3.60
Low (YTD): 30/05/2024 1.45
52W High: 10/08/2023 4.96
52W Low: 30/05/2024 1.45
Avg. price 1W:   2.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   2.56
Avg. volume 6M:   0.00
Avg. price 1Y:   3.00
Avg. volume 1Y:   0.00
Volatility 1M:   143.19%
Volatility 6M:   102.51%
Volatility 1Y:   92.61%
Volatility 3Y:   -