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JP Morgan Put 200 STZ 17.01.2025/  DE000JS66MD8  /

EUWAX
2024-06-20  11:39:20 AM Chg.+0.010 Bid8:21:41 PM Ask8:21:41 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 20,000		 0.200
Ask Size: 20,000		 Constellation Brands... 200.00 - 2025-01-17 Put
 

Master data

WKN: JS66MD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -57.05
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -4.53
Time value: 0.43
Break-even: 195.70
Moneyness: 0.82
Premium: 0.20
Premium p.a.: 0.38
Spread abs.: 0.30
Spread %: 230.77%
Delta: -0.14
Theta: -0.03
Omega: -7.77
Rho: -0.22
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -26.32%
3 Months
  -39.13%
YTD
  -82.93%
1 Year
  -87.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.300 0.130
6M High / 6M Low: 0.960 0.130
High (YTD): 2024-01-02 0.830
Low (YTD): 2024-06-19 0.130
52W High: 2023-10-27 1.370
52W Low: 2024-06-19 0.130
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   0.681
Avg. volume 1Y:   0.000
Volatility 1M:   171.85%
Volatility 6M:   123.03%
Volatility 1Y:   105.85%
Volatility 3Y:   -