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JP Morgan Call 240 STZ 21.06.2024/  DE000JS841Z4  /

EUWAX
2024-05-31  9:59:21 AM Chg.+0.240 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.840EUR +40.00% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 240.00 - 2024-06-21 Call
 

Master data

WKN: JS841Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.60
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.16
Parity: -0.93
Time value: 1.24
Break-even: 252.40
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 4.18
Spread abs.: 0.10
Spread %: 8.77%
Delta: 0.45
Theta: -0.41
Omega: 8.36
Rho: 0.05
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.64%
1 Month
  -60.93%
3 Months
  -49.70%
YTD
  -49.70%
1 Year
  -72.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.600
1M High / 1M Low: 2.230 0.600
6M High / 6M Low: 3.220 0.600
High (YTD): 2024-03-26 3.220
Low (YTD): 2024-05-30 0.600
52W High: 2023-08-09 4.590
52W Low: 2024-05-30 0.600
Avg. price 1W:   0.834
Avg. volume 1W:   0.000
Avg. price 1M:   1.461
Avg. volume 1M:   0.000
Avg. price 6M:   1.937
Avg. volume 6M:   0.000
Avg. price 1Y:   2.491
Avg. volume 1Y:   0.000
Volatility 1M:   251.55%
Volatility 6M:   158.44%
Volatility 1Y:   133.19%
Volatility 3Y:   -