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JP Morgan Put 180 STZ 17.01.2025/  DE000JS66MB2  /

EUWAX
02/07/2024  10:14:49 Chg.- Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.081EUR - -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 180.00 - 17/01/2025 Put
 

Master data

WKN: JS66MB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 180.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 02/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -59.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -4.78
Time value: 0.38
Break-even: 176.20
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.53
Spread abs.: 0.30
Spread %: 369.14%
Delta: -0.12
Theta: -0.03
Omega: -7.41
Rho: -0.15
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.078
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+24.62%
3 Months
  -32.50%
YTD
  -84.12%
1 Year
  -82.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.084 0.065
6M High / 6M Low: 0.390 0.061
High (YTD): 02/01/2024 0.520
Low (YTD): 19/06/2024 0.061
52W High: 27/10/2023 0.930
52W Low: 19/06/2024 0.061
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   0.404
Avg. volume 1Y:   0.000
Volatility 1M:   140.33%
Volatility 6M:   139.02%
Volatility 1Y:   115.06%
Volatility 3Y:   -