JP Morgan Call 300 STZ 20.06.2025
/ DE000JK5R1B6
JP Morgan Call 300 STZ 20.06.2025/ DE000JK5R1B6 /
| 2024-06-13 12:50:36 PM |
Chg.-0.050 |
Bid8:36:10 PM |
Ask8:36:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-6.25% |
0.810
Bid Size: 25,000 |
0.870
Ask Size: 25,000 |
Constellation Brands... |
300.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK5R1B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
-4.39 |
| Time value: |
0.97 |
| Break-even: |
287.15 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.20 |
| Spread %: |
25.97% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
7.61 |
| Rho: |
0.65 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.63% |
| 1 Month |
|
|
-42.75% |
| 3 Months |
|
|
-58.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.710 |
| 1M High / 1M Low: |
1.310 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.902 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
