JP Morgan Put 240 STZ 17.01.2025
/ DE000JL5AQV6
JP Morgan Put 240 STZ 17.01.2025/ DE000JL5AQV6 /
| 7/24/2024 8:57:59 AM |
Chg.-0.060 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-6.00% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
240.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JL5AQV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
6/1/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
1.33 |
| Time value: |
-0.27 |
| Break-even: |
229.40 |
| Moneyness: |
1.06 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.15 |
| Spread %: |
16.48% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.82% |
| 1 Month |
|
|
+51.61% |
| 3 Months |
|
|
+20.51% |
| YTD |
|
|
-51.30% |
| 1 Year |
|
|
-30.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.84 |
| 1M High / 1M Low: |
1.00 |
0.56 |
| 6M High / 6M Low: |
1.76 |
0.56 |
| High (YTD): |
1/3/2024 |
1.98 |
| Low (YTD): |
7/15/2024 |
0.56 |
| 52W High: |
10/27/2023 |
2.86 |
| 52W Low: |
7/15/2024 |
0.56 |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.47 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
264.44% |
| Volatility 6M: |
|
155.12% |
| Volatility 1Y: |
|
121.98% |
| Volatility 3Y: |
|
- |
