JP Morgan Put 260 STZ 17.01.2025
/ DE000JL763N3
JP Morgan Put 260 STZ 17.01.2025/ DE000JL763N3 /
| 2024-06-21 10:38:30 AM |
Chg.+0.01 |
Bid7:28:58 PM |
Ask7:28:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+0.79% |
1.27
Bid Size: 30,000 |
1.31
Ask Size: 30,000 |
Constellation Brands... |
260.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL763N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-0.26 |
| Time value: |
1.41 |
| Break-even: |
228.76 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
11.90% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-6.89 |
| Rho: |
-0.64 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.12% |
| 1 Month |
|
|
-29.05% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-54.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.24 |
| 1M High / 1M Low: |
2.10 |
1.24 |
| 6M High / 6M Low: |
3.17 |
1.18 |
| High (YTD): |
2024-01-03 |
2.83 |
| Low (YTD): |
2024-03-26 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.01% |
| Volatility 6M: |
|
104.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
