JP Morgan Put 260 STZ 19.07.2024
/ DE000JK5TT55
JP Morgan Put 260 STZ 19.07.2024/ DE000JK5TT55 /
| 07/06/2024 08:28:06 |
Chg.-0.04 |
Bid09:27:39 |
Ask09:27:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-3.39% |
1.15
Bid Size: 2,000 |
1.25
Ask Size: 2,000 |
Constellation Brands... |
260.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JK5TT5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
12/03/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.91 |
| Time value: |
0.35 |
| Break-even: |
226.11 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
8.62% |
| Delta: |
-0.64 |
| Theta: |
-0.07 |
| Omega: |
-11.70 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
+44.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.13 |
| 1M High / 1M Low: |
1.74 |
0.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
