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JP Morgan Put 260 STZ 17.01.2025/  DE000JL763N3  /

EUWAX
2024-07-24  10:51:03 AM Chg.-0.13 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.90EUR -6.40% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 260.00 USD 2025-01-17 Put
 

Master data

WKN: JL763N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 260.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-20
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.39
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.29
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 1.29
Time value: 0.70
Break-even: 219.74
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 8.15%
Delta: -0.56
Theta: -0.03
Omega: -6.37
Rho: -0.71
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.95%
1 Month  
+57.02%
3 Months  
+35.71%
YTD
  -32.62%
1 Year  
+0.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.03 1.74
1M High / 1M Low: 2.03 1.15
6M High / 6M Low: 2.67 1.15
High (YTD): 2024-01-03 2.83
Low (YTD): 2024-06-25 1.15
52W High: 2023-10-20 3.77
52W Low: 2024-06-25 1.15
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   1.73
Avg. volume 6M:   0.00
Avg. price 1Y:   2.24
Avg. volume 1Y:   0.00
Volatility 1M:   232.65%
Volatility 6M:   137.79%
Volatility 1Y:   109.41%
Volatility 3Y:   -