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JP Morgan Call 220 STZ 17.01.2025/  DE000JS9G1A0  /

EUWAX
2024-05-28  9:49:01 AM Chg.+0.04 Bid6:15:07 PM Ask6:15:07 PM Underlying Strike price Expiration date Option type
3.68EUR +1.10% 3.45
Bid Size: 30,000		 3.49
Ask Size: 30,000		 Constellation Brands... 220.00 - 2025-01-17 Call
 

Master data

WKN: JS9G1A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-02-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.91
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 0.88
Implied volatility: 0.44
Historic volatility: 0.16
Parity: 0.88
Time value: 2.99
Break-even: 258.70
Moneyness: 1.04
Premium: 0.13
Premium p.a.: 0.21
Spread abs.: 0.20
Spread %: 5.45%
Delta: 0.64
Theta: -0.08
Omega: 3.78
Rho: 0.69
 

Quote data

Open: 3.68
High: 3.68
Low: 3.68
Previous Close: 3.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.65%
1 Month
  -24.44%
3 Months
  -9.14%
YTD
  -8.00%
1 Year
  -16.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.82 3.42
1M High / 1M Low: 4.82 3.42
6M High / 6M Low: 5.74 3.42
High (YTD): 2024-03-26 5.74
Low (YTD): 2024-05-24 3.42
52W High: 2023-08-09 6.87
52W Low: 2024-05-24 3.42
Avg. price 1W:   3.67
Avg. volume 1W:   0.00
Avg. price 1M:   4.26
Avg. volume 1M:   0.00
Avg. price 6M:   4.45
Avg. volume 6M:   0.00
Avg. price 1Y:   4.88
Avg. volume 1Y:   0.00
Volatility 1M:   86.24%
Volatility 6M:   66.71%
Volatility 1Y:   63.95%
Volatility 3Y:   -