JP Morgan Call 245 STZ 20.09.2024
/ DE000JK2RT84
JP Morgan Call 245 STZ 20.09.2024/ DE000JK2RT84 /
| 7/12/2024 9:51:42 AM |
Chg.+0.48 |
Bid12:03:07 PM |
Ask12:03:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
+36.36% |
1.81
Bid Size: 2,000 |
1.91
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: |
13.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
1.32 |
| Time value: |
0.41 |
| Break-even: |
242.60 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
5.62% |
| Delta: |
0.79 |
| Theta: |
-0.06 |
| Omega: |
10.87 |
| Rho: |
0.33 |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+25.87% |
| 3 Months |
|
|
-40.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.20 |
| 1M High / 1M Low: |
2.39 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
