JP Morgan Call 380 STZ 20.06.2025
/ DE000JK7Q0A9
JP Morgan Call 380 STZ 20.06.2025/ DE000JK7Q0A9 /
21/05/2024 09:24:38 |
Chg.-0.030 |
Bid17:42:21 |
Ask17:42:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-21.43% |
0.110 Bid Size: 10,000 |
0.260 Ask Size: 10,000 |
Constellation Brands... |
380.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
JK7Q0A |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
37.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.16 |
Parity: |
-11.92 |
Time value: |
0.61 |
Break-even: |
356.00 |
Moneyness: |
0.66 |
Premium: |
0.54 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.50 |
Spread %: |
454.55% |
Delta: |
0.17 |
Theta: |
-0.03 |
Omega: |
6.45 |
Rho: |
0.36 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.25% |
1 Month |
|
|
-52.17% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.120 |
1M High / 1M Low: |
0.280 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.181 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |