JP Morgan Call 230 STZ 17.01.2025
/ DE000JS66MH9
JP Morgan Call 230 STZ 17.01.2025/ DE000JS66MH9 /
| 2024-04-29 11:04:01 AM |
Chg.-0.13 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.99EUR |
-3.16% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
230.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JS66MH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.16 |
| Parity: |
1.29 |
| Time value: |
2.88 |
| Break-even: |
271.70 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.20 |
| Spread %: |
5.04% |
| Delta: |
0.66 |
| Theta: |
-0.07 |
| Omega: |
3.84 |
| Rho: |
0.85 |
Quote data
| Open: |
3.99 |
| High: |
3.99 |
| Low: |
3.99 |
| Previous Close: |
4.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.25% |
| 1 Month |
|
|
-20.04% |
| 3 Months |
|
|
+9.92% |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
+18.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
3.99 |
| 1M High / 1M Low: |
4.78 |
3.86 |
| 6M High / 6M Low: |
4.99 |
3.10 |
| High (YTD): |
2024-03-28 |
4.99 |
| Low (YTD): |
2024-02-12 |
3.28 |
| 52W High: |
2023-08-10 |
6.23 |
| 52W Low: |
2023-05-05 |
2.98 |
| Avg. price 1W: |
|
4.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
73.08% |
| Volatility 6M: |
|
66.70% |
| Volatility 1Y: |
|
69.01% |
| Volatility 3Y: |
|
- |
