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JP Morgan Put 180 STZ 17.01.2025/  DE000JS66MB2  /

EUWAX
2024-06-21  11:01:41 AM Chg.+0.002 Bid6:16:39 PM Ask6:16:39 PM Underlying Strike price Expiration date Option type
0.064EUR +3.23% 0.064
Bid Size: 15,000		 0.130
Ask Size: 15,000		 Constellation Brands... 180.00 - 2025-01-17 Put
 

Master data

WKN: JS66MB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 180.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -68.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -6.55
Time value: 0.36
Break-even: 176.40
Moneyness: 0.73
Premium: 0.28
Premium p.a.: 0.54
Spread abs.: 0.30
Spread %: 462.50%
Delta: -0.10
Theta: -0.03
Omega: -6.58
Rho: -0.16
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.69%
1 Month
  -36.00%
3 Months
  -46.67%
YTD
  -87.45%
1 Year
  -91.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.061
1M High / 1M Low: 0.150 0.061
6M High / 6M Low: 0.590 0.061
High (YTD): 2024-01-02 0.520
Low (YTD): 2024-06-19 0.061
52W High: 2023-10-27 0.930
52W Low: 2024-06-19 0.061
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   0.440
Avg. volume 1Y:   0.000
Volatility 1M:   173.11%
Volatility 6M:   130.50%
Volatility 1Y:   111.30%
Volatility 3Y:   -