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JP Morgan Call 330 STZ 17.01.2025/  DE000JS9K2L9  /

EUWAX
2024-09-20  9:01:48 AM Chg.-0.012 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.020EUR -37.50% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 330.00 - 2025-01-17 Call
 

Master data

WKN: JS9K2L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 2025-01-17
Issue date: 2023-03-08
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.17
Parity: -10.78
Time value: 0.32
Break-even: 333.20
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 2.50
Spread abs.: 0.30
Spread %: 1,500.00%
Delta: 0.12
Theta: -0.05
Omega: 8.03
Rho: 0.07
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -51.22%
3 Months
  -90.00%
YTD
  -95.12%
1 Year
  -98.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.020
1M High / 1M Low: 0.041 0.020
6M High / 6M Low: 0.470 0.020
High (YTD): 2024-01-15 0.540
Low (YTD): 2024-09-20 0.020
52W High: 2023-09-22 1.000
52W Low: 2024-09-20 0.020
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   0.293
Avg. volume 1Y:   0.000
Volatility 1M:   277.18%
Volatility 6M:   303.43%
Volatility 1Y:   238.83%
Volatility 3Y:   -