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: |
|
- |
