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JP Morgan Call 280 STZ 17.01.2025/  DE000JS66MN7  /

EUWAX
2024-06-20  11:39:21 AM Chg.-0.03 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.17EUR -2.50% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 280.00 - 2025-01-17 Call
 

Master data

WKN: JS66MN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 280.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.78
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.16
Parity: -3.47
Time value: 1.38
Break-even: 293.80
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.37
Spread abs.: 0.20
Spread %: 16.95%
Delta: 0.37
Theta: -0.06
Omega: 6.64
Rho: 0.45
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+64.79%
3 Months
  -37.77%
YTD
  -11.36%
1 Year
  -45.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 0.78
1M High / 1M Low: 1.20 0.50
6M High / 6M Low: 1.93 0.50
High (YTD): 2024-03-27 1.93
Low (YTD): 2024-05-30 0.50
52W High: 2023-08-10 3.31
52W Low: 2024-05-30 0.50
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   0.74
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   0.00
Avg. price 1Y:   1.69
Avg. volume 1Y:   0.00
Volatility 1M:   215.80%
Volatility 6M:   142.90%
Volatility 1Y:   122.24%
Volatility 3Y:   -