JP Morgan Put 230 STZ 18.10.2024
/ DE000JK2HB94
JP Morgan Put 230 STZ 18.10.2024/ DE000JK2HB94 /
2024-06-21 10:21:31 AM |
Chg.+0.010 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+4.55% |
0.230 Bid Size: 2,000 |
0.380 Ask Size: 2,000 |
Constellation Brands... |
230.00 USD |
2024-10-18 |
Put |
Master data
WKN: |
JK2HB9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-02-29 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-64.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
-3.07 |
Time value: |
0.38 |
Break-even: |
211.03 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.15 |
Spread %: |
65.22% |
Delta: |
-0.17 |
Theta: |
-0.04 |
Omega: |
-10.70 |
Rho: |
-0.14 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.35% |
1 Month |
|
|
-43.90% |
3 Months |
|
|
-34.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.220 |
1M High / 1M Low: |
0.610 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.274 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.401 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |