JP Morgan Call 250 STZ 20.09.2024
/ DE000JK1H6X5
JP Morgan Call 250 STZ 20.09.2024/ DE000JK1H6X5 /
| 17/07/2024 13:27:56 |
Chg.-0.180 |
Bid14:10:25 |
Ask14:10:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-21.43% |
0.660
Bid Size: 2,000 |
0.730
Ask Size: 2,000 |
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: |
31.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.18 |
| Time value: |
0.73 |
| Break-even: |
236.65 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.09 |
| Spread %: |
14.29% |
| Delta: |
0.51 |
| Theta: |
-0.07 |
| Omega: |
15.82 |
| Rho: |
0.19 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.660 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.65% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-65.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
0.840 |
| 1M High / 1M Low: |
2.020 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
390.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
