JP Morgan Put 230 STZ 20.09.2024
/ DE000JK1H6T3
JP Morgan Put 230 STZ 20.09.2024/ DE000JK1H6T3 /
2024-06-21 8:13:46 AM |
Chg.0.000 |
Bid3:00:01 PM |
Ask3:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
0.00% |
0.150 Bid Size: 1,000 |
0.250 Ask Size: 1,000 |
Constellation Brands... |
230.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JK1H6T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-81.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.16 |
Parity: |
-3.07 |
Time value: |
0.30 |
Break-even: |
211.83 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.15 |
Spread %: |
100.00% |
Delta: |
-0.15 |
Theta: |
-0.04 |
Omega: |
-12.23 |
Rho: |
-0.10 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.36% |
1 Month |
|
|
-53.33% |
3 Months |
|
|
-48.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.140 |
1M High / 1M Low: |
0.500 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.294 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |