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JP Morgan Call 245 STZ 19.07.2024/  DE000JB7WYS8  /

EUWAX
7/5/2024  10:33:36 AM Chg.0.000 Bid2:52:39 PM Ask2:52:39 PM Underlying Strike price Expiration date Option type
0.670EUR 0.00% 0.670
Bid Size: 2,000		 0.740
Ask Size: 2,000		 Constellation Brands... 245.00 USD 7/19/2024 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: 7/19/2024
Issue date: 12/14/2023
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.57
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.50
Implied volatility: 0.30
Historic volatility: 0.16
Parity: 0.50
Time value: 0.34
Break-even: 235.03
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.47
Spread abs.: 0.15
Spread %: 21.74%
Delta: 0.66
Theta: -0.19
Omega: 18.31
Rho: 0.06
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.46%
1 Month
  -39.64%
3 Months
  -72.76%
YTD
  -58.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 0.670
1M High / 1M Low: 2.050 0.670
6M High / 6M Low: 3.030 0.670
High (YTD): 3/26/2024 3.030
Low (YTD): 7/4/2024 0.670
52W High: - -
52W Low: - -
Avg. price 1W:   1.264
Avg. volume 1W:   0.000
Avg. price 1M:   1.407
Avg. volume 1M:   0.000
Avg. price 6M:   1.795
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   326.73%
Volatility 6M:   197.92%
Volatility 1Y:   -
Volatility 3Y:   -