JP Morgan Call 245 STZ 19.07.2024
/ DE000JB7WYS8
JP Morgan Call 245 STZ 19.07.2024/ DE000JB7WYS8 /
| 25/06/2024 11:02:24 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
245.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JB7WYS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
14/12/2023 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
1.56 |
| Time value: |
0.36 |
| Break-even: |
247.98 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.15 |
| Spread %: |
8.47% |
| Delta: |
0.78 |
| Theta: |
-0.17 |
| Omega: |
9.90 |
| Rho: |
0.11 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.22% |
| 1 Month |
|
|
+111.34% |
| 3 Months |
|
|
-30.03% |
| YTD |
|
|
+27.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.89 |
| 1M High / 1M Low: |
2.05 |
0.72 |
| 6M High / 6M Low: |
3.03 |
0.72 |
| High (YTD): |
26/03/2024 |
3.03 |
| Low (YTD): |
30/05/2024 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.22% |
| Volatility 6M: |
|
168.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
