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JP Morgan Call 310 STZ 17.01.2025/  DE000JS66MR8  /

EUWAX
21/06/2024  11:01:40 Chg.-0.010 Bid17:02:52 Ask17:02:52 Underlying Strike price Expiration date Option type
0.410EUR -2.38% 0.410
Bid Size: 20,000		 0.460
Ask Size: 20,000		 Constellation Brands... 310.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.60
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -6.45
Time value: 0.62
Break-even: 316.20
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.55
Spread abs.: 0.20
Spread %: 47.62%
Delta: 0.21
Theta: -0.04
Omega: 8.42
Rho: 0.26
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.83%
1 Month  
+86.36%
3 Months
  -51.76%
YTD
  -37.88%
1 Year
  -68.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.240
1M High / 1M Low: 0.440 0.140
6M High / 6M Low: 0.900 0.140
High (YTD): 12/01/2024 0.900
Low (YTD): 30/05/2024 0.140
52W High: 10/08/2023 2.050
52W Low: 30/05/2024 0.140
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.531
Avg. volume 6M:   0.000
Avg. price 1Y:   0.884
Avg. volume 1Y:   0.000
Volatility 1M:   285.78%
Volatility 6M:   184.83%
Volatility 1Y:   153.22%
Volatility 3Y:   -