JP Morgan Call 250 STZ 20.09.2024
/ DE000JK1H6X5
JP Morgan Call 250 STZ 20.09.2024/ DE000JK1H6X5 /
| 2024-07-25 8:13:09 AM |
Chg.+0.100 |
Bid11:19:15 AM |
Ask11:19:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+19.23% |
0.650
Bid Size: 2,000 |
0.750
Ask Size: 2,000 |
Constellation Brands... |
250.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK1H6X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-0.29 |
| Time value: |
0.66 |
| Break-even: |
237.31 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.09 |
| Spread %: |
16.13% |
| Delta: |
0.48 |
| Theta: |
-0.07 |
| Omega: |
16.54 |
| Rho: |
0.16 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.68% |
| 1 Month |
|
|
-69.31% |
| 3 Months |
|
|
-69.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.450 |
| 1M High / 1M Low: |
2.020 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
