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JP Morgan Put 220 STZ 17.01.2025/  DE000JS66MF3  /

EUWAX
8/28/2024  11:18:20 AM Chg.+0.040 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.450EUR +9.76% -
Bid Size: -		 -
Ask Size: -		 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: -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): 1/3/2024 1.300
Low (YTD): 7/15/2024 0.240
52W High: 10/27/2023 1.990
52W Low: 7/15/2024 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:   -