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JP Morgan Call 250 STZ 21.06.2024/  DE000JS81M31  /

EUWAX
2024-05-31  9:59:14 AM Chg.+0.120 Bid4:56:33 PM Ask4:56:33 PM Underlying Strike price Expiration date Option type
0.310EUR +63.16% 0.300
Bid Size: 30,000		 0.320
Ask Size: 30,000		 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: 54.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.16
Parity: -2.23
Time value: 0.42
Break-even: 254.20
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 5.80
Spread abs.: 0.09
Spread %: 27.27%
Delta: 0.26
Theta: -0.23
Omega: 13.90
Rho: 0.03
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.61%
1 Month
  -77.21%
3 Months
  -69.61%
YTD
  -73.95%
1 Year
  -87.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 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:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.815
Avg. volume 1M:   0.000
Avg. price 6M:   1.321
Avg. volume 6M:   0.000
Avg. price 1Y:   1.908
Avg. volume 1Y:   0.000
Volatility 1M:   294.65%
Volatility 6M:   189.49%
Volatility 1Y:   153.46%
Volatility 3Y:   -