JP Morgan Call 250 STZ 20.09.2024
/ DE000JK1H6X5
JP Morgan Call 250 STZ 20.09.2024/ DE000JK1H6X5 /
16/08/2024 08:13:49 |
Chg.+0.130 |
Bid17:35:46 |
Ask17:35:46 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+48.15% |
0.380 Bid Size: 30,000 |
0.400 Ask Size: 30,000 |
Constellation Brands... |
250.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
30/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
49.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-0.43 |
Time value: |
0.45 |
Break-even: |
232.34 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.07 |
Spread %: |
18.42% |
Delta: |
0.42 |
Theta: |
-0.09 |
Omega: |
20.94 |
Rho: |
0.09 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
-52.38% |
3 Months |
|
|
-70.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.220 |
1M High / 1M Low: |
0.980 |
0.220 |
6M High / 6M Low: |
2.920 |
0.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.266 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.511 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.534 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
320.35% |
Volatility 6M: |
|
232.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |