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JP Morgan Call 270 STZ 17.01.2025/  DE000JS66MM9  /

EUWAX
28/08/2024  11:18:22 Chg.-0.080 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.350EUR -18.60% -
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: 47.71
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -5.53
Time value: 0.45
Break-even: 274.50
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.88
Spread abs.: 0.10
Spread %: 28.57%
Delta: 0.19
Theta: -0.05
Omega: 9.14
Rho: 0.14
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.53%
1 Month
  -54.55%
3 Months
  -63.54%
YTD
  -78.53%
1 Year
  -89.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: 0.880 0.430
6M High / 6M Low: 2.420 0.430
High (YTD): 27/03/2024 2.420
Low (YTD): 27/08/2024 0.430
52W High: 14/09/2023 3.250
52W Low: 27/08/2024 0.430
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   1.270
Avg. volume 6M:   0.000
Avg. price 1Y:   1.632
Avg. volume 1Y:   0.000
Volatility 1M:   182.69%
Volatility 6M:   196.86%
Volatility 1Y:   152.11%
Volatility 3Y:   -