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JP Morgan Call 270 STZ 17.01.2025/  DE000JS66MM9  /

EUWAX
24/07/2024  11:28:47 Chg.+0.060 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.560EUR +12.00% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 270.00 - 17/01/2025 Call
 

Master data

WKN: JS66MM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.83
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -4.33
Time value: 0.76
Break-even: 277.60
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.52
Spread abs.: 0.15
Spread %: 24.59%
Delta: 0.27
Theta: -0.05
Omega: 8.19
Rho: 0.26
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -65.64%
3 Months
  -65.64%
YTD
  -65.64%
1 Year
  -84.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.500
1M High / 1M Low: 1.630 0.500
6M High / 6M Low: 2.420 0.500
High (YTD): 27/03/2024 2.420
Low (YTD): 23/07/2024 0.500
52W High: 10/08/2023 3.820
52W Low: 23/07/2024 0.500
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.989
Avg. volume 1M:   0.000
Avg. price 6M:   1.468
Avg. volume 6M:   0.000
Avg. price 1Y:   1.912
Avg. volume 1Y:   0.000
Volatility 1M:   329.50%
Volatility 6M:   181.90%
Volatility 1Y:   141.42%
Volatility 3Y:   -