JP Morgan Put 270 STZ 20.06.2025
/ DE000JK4GYR9
JP Morgan Put 270 STZ 20.06.2025/ DE000JK4GYR9 /
| 21/05/2024 08:39:43 |
Chg.+0.28 |
Bid12:55:29 |
Ask12:55:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.79EUR |
+11.16% |
2.86
Bid Size: 2,000 |
3.06
Ask Size: 2,000 |
Constellation Brands... |
270.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK4GYR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
1.79 |
| Time value: |
0.94 |
| Break-even: |
221.26 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.18 |
| Spread %: |
7.22% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-4.26 |
| Rho: |
-1.56 |
Quote data
| Open: |
2.79 |
| High: |
2.79 |
| Low: |
2.79 |
| Previous Close: |
2.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.22% |
| 1 Month |
|
|
+4.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
2.36 |
| 1M High / 1M Low: |
2.69 |
2.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
