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JP Morgan Put 220 STZ 17.01.2025/  DE000JS66MF3  /

EUWAX
11/6/2024  11:28:26 AM Chg.- Bid8:08:35 AM Ask8:08:35 AM Underlying Strike price Expiration date Option type
0.390EUR - 0.410
Bid Size: 2,000		 0.480
Ask Size: 2,000		 Constellation Brands... 220.00 - 1/17/2025 Put
 

Master data

WKN: JS66MF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.15
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.31
Implied volatility: 0.09
Historic volatility: 0.17
Parity: 0.31
Time value: 0.15
Break-even: 215.40
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 21.05%
Delta: -0.57
Theta: -0.01
Omega: -26.77
Rho: -0.25
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.36%
1 Month  
+50.00%
3 Months
  -41.79%
YTD
  -69.53%
1 Year
  -73.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.360
1M High / 1M Low: 0.510 0.250
6M High / 6M Low: 0.830 0.170
High (YTD): 1/3/2024 1.300
Low (YTD): 9/30/2024 0.170
52W High: 11/10/2023 1.540
52W Low: 9/30/2024 0.170
Avg. price 1W:   0.425
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   0.385
Avg. volume 6M:   0.000
Avg. price 1Y:   0.653
Avg. volume 1Y:   0.000
Volatility 1M:   233.08%
Volatility 6M:   219.28%
Volatility 1Y:   170.57%
Volatility 3Y:   -