JP Morgan Call 310 STZ 17.01.2025
/ DE000JS66MR8
JP Morgan Call 310 STZ 17.01.2025/ DE000JS66MR8 /
07/08/2024 11:16:07 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
- |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
310.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JS66MR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
310.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
08/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
54.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.17 |
Parity: |
-9.24 |
Time value: |
0.40 |
Break-even: |
314.00 |
Moneyness: |
0.70 |
Premium: |
0.44 |
Premium p.a.: |
1.28 |
Spread abs.: |
0.30 |
Spread %: |
312.37% |
Delta: |
0.14 |
Theta: |
-0.05 |
Omega: |
7.82 |
Rho: |
0.12 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.096 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-62.07% |
3 Months |
|
|
-68.57% |
YTD |
|
|
-83.33% |
1 Year |
|
|
-94.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.092 |
1M High / 1M Low: |
0.290 |
0.072 |
6M High / 6M Low: |
0.880 |
0.072 |
High (YTD): |
12/01/2024 |
0.900 |
Low (YTD): |
23/07/2024 |
0.072 |
52W High: |
10/08/2023 |
2.050 |
52W Low: |
23/07/2024 |
0.072 |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.399 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.706 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
351.72% |
Volatility 6M: |
|
267.77% |
Volatility 1Y: |
|
202.82% |
Volatility 3Y: |
|
- |