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JP Morgan Call 270 STZ 17.01.2025/  DE000JS66MM9  /

EUWAX
31/05/2024  11:38:46 Chg.+0.140 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.880EUR +18.92% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 270.00 - 17/01/2025 Call
 

Master data

WKN: JS66MM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.55
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -3.93
Time value: 1.18
Break-even: 281.80
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.15
Spread %: 14.56%
Delta: 0.34
Theta: -0.05
Omega: 6.73
Rho: 0.43
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -45.34%
3 Months
  -40.54%
YTD
  -46.01%
1 Year
  -65.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.740
1M High / 1M Low: 1.600 0.740
6M High / 6M Low: 2.420 0.740
High (YTD): 27/03/2024 2.420
Low (YTD): 30/05/2024 0.740
52W High: 10/08/2023 3.820
52W Low: 30/05/2024 0.740
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   1.173
Avg. volume 1M:   0.000
Avg. price 6M:   1.660
Avg. volume 6M:   0.000
Avg. price 1Y:   2.150
Avg. volume 1Y:   0.000
Volatility 1M:   168.27%
Volatility 6M:   115.46%
Volatility 1Y:   104.19%
Volatility 3Y:   -