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JP Morgan Put 220 STZ 17.01.2025/  DE000JS66MF3  /

EUWAX
2024-06-21  11:01:41 AM Chg.+0.010 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.310EUR +3.33% 0.310
Bid Size: 2,000		 0.510
Ask Size: 2,000		 Constellation Brands... 220.00 - 2025-01-17 Put
 

Master data

WKN: JS66MF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -48.14
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -2.55
Time value: 0.51
Break-even: 214.90
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.20
Spread %: 64.52%
Delta: -0.20
Theta: -0.02
Omega: -9.59
Rho: -0.31
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.39%
1 Month
  -29.55%
3 Months
  -22.50%
YTD
  -75.78%
1 Year
  -80.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.300
1M High / 1M Low: 0.620 0.300
6M High / 6M Low: 1.470 0.300
High (YTD): 2024-01-03 1.300
Low (YTD): 2024-06-20 0.300
52W High: 2023-10-27 1.990
52W Low: 2024-06-20 0.300
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   0.680
Avg. volume 6M:   0.000
Avg. price 1Y:   1.041
Avg. volume 1Y:   0.000
Volatility 1M:   161.50%
Volatility 6M:   123.19%
Volatility 1Y:   104.90%
Volatility 3Y:   -