JP Morgan Call 245 STZ 20.09.2024
/ DE000JK2RT84
JP Morgan Call 245 STZ 20.09.2024/ DE000JK2RT84 /
7/25/2024 9:50:55 AM |
Chg.+0.150 |
Bid2:18:19 PM |
Ask2:18:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+21.13% |
0.870 Bid Size: 2,000 |
0.940 Ask Size: 2,000 |
Constellation Brands... |
245.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
JK2RT8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
245.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/15/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.21 |
Historic volatility: |
0.16 |
Parity: |
0.17 |
Time value: |
0.72 |
Break-even: |
235.01 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.09 |
Spread %: |
11.49% |
Delta: |
0.58 |
Theta: |
-0.08 |
Omega: |
14.78 |
Rho: |
0.19 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.710 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.47% |
1 Month |
|
|
-64.02% |
3 Months |
|
|
-63.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.620 |
1M High / 1M Low: |
2.390 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.806 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.424 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
339.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |