OverviewChartNewsTraderScreen

JP Morgan Put 260 STZ 17.01.2025/  DE000JL763N3  /

EUWAX
25/07/2024  10:46:31 Chg.-0.11 Bid11:07:45 Ask11:07:45 Underlying Strike price Expiration date Option type
1.79EUR -5.79% 1.79
Bid Size: 2,000		 1.94
Ask Size: 2,000		 Constellation Brands... 260.00 USD 17/01/2025 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: 17/01/2025
Issue date: 20/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.25
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.21
Implied volatility: 0.22
Historic volatility: 0.16
Parity: 1.21
Time value: 0.65
Break-even: 221.30
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 2.20%
Delta: -0.56
Theta: -0.03
Omega: -6.83
Rho: -0.70
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.87%
1 Month  
+55.65%
3 Months  
+26.95%
YTD
  -36.52%
1 Year
  -4.79%
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): 03/01/2024 2.83
Low (YTD): 25/06/2024 1.15
52W High: 20/10/2023 3.77
52W Low: 25/06/2024 1.15
Avg. price 1W:   1.87
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
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:   233.37%
Volatility 6M:   138.10%
Volatility 1Y:   109.60%
Volatility 3Y:   -