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JP Morgan Put 260 STZ 17.01.2025/  DE000JL763N3  /

EUWAX
2024-09-20  10:51:48 AM Chg.+0.23 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.58EUR +17.04% -
Bid Size: -		 -
Ask Size: -		 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: -13.23
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.07
Implied volatility: 0.24
Historic volatility: 0.17
Parity: 1.07
Time value: 0.61
Break-even: 216.11
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 5.66%
Delta: -0.58
Theta: -0.04
Omega: -7.64
Rho: -0.47
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.49%
1 Month
  -11.24%
3 Months  
+24.41%
YTD
  -43.97%
1 Year
  -33.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.31
1M High / 1M Low: 2.16 1.31
6M High / 6M Low: 2.59 1.15
High (YTD): 2024-01-03 2.83
Low (YTD): 2024-06-25 1.15
52W High: 2023-10-20 3.77
52W Low: 2024-06-25 1.15
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.64
Avg. volume 6M:   0.00
Avg. price 1Y:   2.17
Avg. volume 1Y:   0.00
Volatility 1M:   124.86%
Volatility 6M:   150.67%
Volatility 1Y:   120.93%
Volatility 3Y:   -