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JP Morgan Call 310 STZ 17.01.2025/  DE000JS66MR8  /

EUWAX
6/14/2024  11:38:46 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.240EUR +4.35% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 310.00 - 1/17/2025 Call
 

Master data

WKN: JS66MR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 310.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -7.32
Time value: 0.46
Break-even: 314.60
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.62
Spread abs.: 0.20
Spread %: 76.92%
Delta: 0.17
Theta: -0.04
Omega: 8.86
Rho: 0.21
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month     0.00%
3 Months
  -64.18%
YTD
  -63.64%
1 Year
  -81.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.230
1M High / 1M Low: 0.290 0.140
6M High / 6M Low: 0.900 0.140
High (YTD): 1/12/2024 0.900
Low (YTD): 5/30/2024 0.140
52W High: 8/10/2023 2.050
52W Low: 5/30/2024 0.140
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.538
Avg. volume 6M:   0.000
Avg. price 1Y:   0.897
Avg. volume 1Y:   0.000
Volatility 1M:   225.65%
Volatility 6M:   162.96%
Volatility 1Y:   139.96%
Volatility 3Y:   -