JP Morgan Put 220 STZ 17.01.2025
/ DE000JS66MF3
JP Morgan Put 220 STZ 17.01.2025/ DE000JS66MF3 /
28/08/2024 11:18:20 |
Chg.+0.040 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+9.76% |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
220.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-39.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.08 |
Historic volatility: |
0.17 |
Parity: |
0.53 |
Time value: |
0.02 |
Break-even: |
214.50 |
Moneyness: |
1.02 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.10 |
Spread %: |
22.22% |
Delta: |
-0.57 |
Theta: |
0.00 |
Omega: |
-22.38 |
Rho: |
-0.50 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.65% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
-2.17% |
YTD |
|
|
-64.84% |
1 Year |
|
|
-65.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.390 |
1M High / 1M Low: |
0.830 |
0.310 |
6M High / 6M Low: |
0.910 |
0.240 |
High (YTD): |
03/01/2024 |
1.300 |
Low (YTD): |
15/07/2024 |
0.240 |
52W High: |
27/10/2023 |
1.990 |
52W Low: |
15/07/2024 |
0.240 |
Avg. price 1W: |
|
0.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.515 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.451 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.884 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
224.72% |
Volatility 6M: |
|
189.87% |
Volatility 1Y: |
|
146.27% |
Volatility 3Y: |
|
- |