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JP Morgan Put 240 STZ 17.01.2025/  DE000JL5AQV6  /

EUWAX
2024-06-21  8:56:47 AM Chg.+0.010 Bid11:23:31 AM Ask11:23:31 AM Underlying Strike price Expiration date Option type
0.650EUR +1.56% 0.650
Bid Size: 2,000		 0.800
Ask Size: 2,000		 Constellation Brands... 240.00 - 2025-01-17 Put
 

Master data

WKN: JL5AQV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-06-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.69
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -0.55
Time value: 0.80
Break-even: 232.00
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.15
Spread %: 23.08%
Delta: -0.35
Theta: -0.02
Omega: -10.61
Rho: -0.53
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -28.57%
3 Months
  -10.96%
YTD
  -66.32%
1 Year
  -70.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.630
1M High / 1M Low: 1.220 0.630
6M High / 6M Low: 2.220 0.630
High (YTD): 2024-01-03 1.980
Low (YTD): 2024-06-19 0.630
52W High: 2023-10-27 2.860
52W Low: 2024-06-19 0.630
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.906
Avg. volume 1M:   0.000
Avg. price 6M:   1.161
Avg. volume 6M:   0.000
Avg. price 1Y:   1.577
Avg. volume 1Y:   0.000
Volatility 1M:   150.16%
Volatility 6M:   115.68%
Volatility 1Y:   98.46%
Volatility 3Y:   -