JP Morgan Put 230 STZ 20.09.2024
/ DE000JK1H6T3
JP Morgan Put 230 STZ 20.09.2024/ DE000JK1H6T3 /
2024-08-28 12:46:36 PM |
Chg.+0.030 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+30.00% |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
230.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JK1H6T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-107.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-0.89 |
Time value: |
0.20 |
Break-even: |
203.78 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
1.20 |
Spread abs.: |
0.07 |
Spread %: |
53.85% |
Delta: |
-0.24 |
Theta: |
-0.09 |
Omega: |
-25.35 |
Rho: |
-0.03 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.18% |
1 Month |
|
|
-13.33% |
3 Months |
|
|
-59.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.083 |
1M High / 1M Low: |
0.530 |
0.083 |
6M High / 6M Low: |
0.670 |
0.083 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.099 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.272 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
538.24% |
Volatility 6M: |
|
336.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |