JP Morgan Call 250 STZ 18.10.2024
/ DE000JK2HBB3
JP Morgan Call 250 STZ 18.10.2024/ DE000JK2HBB3 /
04/10/2024 10:53:34 |
Chg.-0.600 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-75.95% |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
250.00 USD |
18/10/2024 |
Call |
Master data
WKN: |
JK2HBB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
29/02/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
88.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-0.58 |
Time value: |
0.25 |
Break-even: |
229.05 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
1.60 |
Spread abs.: |
0.07 |
Spread %: |
38.89% |
Delta: |
0.33 |
Theta: |
-0.16 |
Omega: |
29.35 |
Rho: |
0.03 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-82.88% |
1 Month |
|
|
-68.33% |
3 Months |
|
|
-83.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.790 |
1M High / 1M Low: |
1.110 |
0.540 |
6M High / 6M Low: |
2.880 |
0.330 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.976 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.794 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.326 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
345.68% |
Volatility 6M: |
|
261.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |