JP Morgan Put 230 STZ 18.10.2024
/ DE000JK2HB94
JP Morgan Put 230 STZ 18.10.2024/ DE000JK2HB94 /
| 7/25/2024 10:28:02 AM |
Chg.-0.020 |
Bid2:01:42 PM |
Ask2:01:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-5.71% |
0.330
Bid Size: 2,000 |
0.420
Ask Size: 2,000 |
Constellation Brands... |
230.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK2HB9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-52.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-1.56 |
| Time value: |
0.43 |
| Break-even: |
207.92 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.10 |
| Spread %: |
30.30% |
| Delta: |
-0.24 |
| Theta: |
-0.05 |
| Omega: |
-12.81 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.79% |
| 1 Month |
|
|
+73.68% |
| 3 Months |
|
|
-2.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.290 |
| 1M High / 1M Low: |
0.390 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
