JP Morgan Call 260 STZ 16.01.2026
/ DE000JK472V5
JP Morgan Call 260 STZ 16.01.2026/ DE000JK472V5 /
2024-06-13 11:52:09 AM |
Chg.-0.01 |
Bid4:01:34 PM |
Ask4:01:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.22EUR |
-0.31% |
3.20 Bid Size: 30,000 |
3.28 Ask Size: 30,000 |
Constellation Brands... |
260.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
JK472V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-03-01 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
-0.69 |
Time value: |
3.28 |
Break-even: |
273.29 |
Moneyness: |
0.97 |
Premium: |
0.17 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.28 |
Spread %: |
9.23% |
Delta: |
0.60 |
Theta: |
-0.04 |
Omega: |
4.26 |
Rho: |
1.70 |
Quote data
Open: |
3.22 |
High: |
3.22 |
Low: |
3.22 |
Previous Close: |
3.23 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.55% |
1 Month |
|
|
-17.86% |
3 Months |
|
|
-26.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.23 |
3.08 |
1M High / 1M Low: |
3.92 |
2.83 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |