OverviewChartNewsTraderScreen

JP Morgan Call 290 STZ 17.01.2025/  DE000JS66MP2  /

EUWAX
2024-06-20  11:39:21 AM Chg.-0.020 Bid4:28:12 PM Ask4:28:12 PM Underlying Strike price Expiration date Option type
0.850EUR -2.30% 0.870
Bid Size: 25,000		 0.910
Ask Size: 25,000		 Constellation Brands... 290.00 - 2025-01-17 Call
 

Master data

WKN: JS66MP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.36
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -4.47
Time value: 1.05
Break-even: 300.50
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.42
Spread abs.: 0.20
Spread %: 23.53%
Delta: 0.31
Theta: -0.06
Omega: 7.30
Rho: 0.38
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+73.47%
1 Month  
+37.10%
3 Months
  -39.29%
YTD
  -19.05%
1 Year
  -51.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.490
1M High / 1M Low: 0.870 0.330
6M High / 6M Low: 1.510 0.330
High (YTD): 2024-03-27 1.510
Low (YTD): 2024-05-30 0.330
52W High: 2023-08-10 2.850
52W Low: 2024-05-30 0.330
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.948
Avg. volume 6M:   0.000
Avg. price 1Y:   1.373
Avg. volume 1Y:   0.000
Volatility 1M:   251.47%
Volatility 6M:   156.86%
Volatility 1Y:   132.69%
Volatility 3Y:   -