JP Morgan Call 320 STZ 18.10.2024
/ DE000JK4VQ22
JP Morgan Call 320 STZ 18.10.2024/ DE000JK4VQ22 /
| 21/06/2024 11:53:03 |
Chg.-0.006 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
-6.00% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
320.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK4VQ2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
87.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-5.34 |
| Time value: |
0.28 |
| Break-even: |
301.70 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.19 |
| Spread %: |
212.50% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
12.79 |
| Rho: |
0.11 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+141.03% |
| 1 Month |
|
|
+176.47% |
| 3 Months |
|
|
-70.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.039 |
| 1M High / 1M Low: |
0.100 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
481.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
