JP Morgan Call 315 STZ 21.06.2024
/ DE000JB8ETQ8
JP Morgan Call 315 STZ 21.06.2024/ DE000JB8ETQ8 /
| 5/17/2024 12:07:36 PM |
Chg.+0.007 |
Bid5:29:02 PM |
Ask5:29:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+350.00% |
0.007
Bid Size: 7,500 |
0.087
Ask Size: 7,500 |
Constellation Brands... |
315.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JB8ETQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
315.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
82.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.16 |
| Parity: |
-5.49 |
| Time value: |
0.29 |
| Break-even: |
292.70 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
8.87 |
| Spread abs.: |
0.28 |
| Spread %: |
3,000.00% |
| Delta: |
0.14 |
| Theta: |
-0.14 |
| Omega: |
11.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-90.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.002 |
| 1M High / 1M Low: |
0.021 |
0.002 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/18/2024 |
0.100 |
| Low (YTD): |
5/16/2024 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
573.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
