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JP Morgan Put 180 STZ 17.01.2025/  DE000JS66MB2  /

EUWAX
7/2/2024  10:14:49 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.081EUR - -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 180.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/10/2023
Last trading day: 7/2/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -61.06
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -5.20
Time value: 0.38
Break-even: 176.20
Moneyness: 0.78
Premium: 0.24
Premium p.a.: 0.49
Spread abs.: 0.30
Spread %: 369.14%
Delta: -0.12
Theta: -0.03
Omega: -7.10
Rho: -0.17
 

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  
+9.46%
1 Month
  -26.36%
3 Months
  -26.36%
YTD
  -84.12%
1 Year
  -89.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.074
1M High / 1M Low: 0.120 0.061
6M High / 6M Low: 0.500 0.061
High (YTD): 1/2/2024 0.520
Low (YTD): 6/19/2024 0.061
52W High: 10/27/2023 0.930
52W Low: 6/19/2024 0.061
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   0.417
Avg. volume 1Y:   0.000
Volatility 1M:   150.21%
Volatility 6M:   135.05%
Volatility 1Y:   113.18%
Volatility 3Y:   -