JP Morgan Call 245 STZ 19.07.2024
/ DE000JB7WYS8
JP Morgan Call 245 STZ 19.07.2024/ DE000JB7WYS8 /
| 2024-05-24 10:54:17 AM |
Chg.-0.20 |
Bid1:12:22 PM |
Ask1:12:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.83EUR |
-19.42% |
0.82
Bid Size: 2,000 |
0.89
Ask Size: 2,000 |
Constellation Brands... |
245.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB7WYS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
0.01 |
| Time value: |
0.82 |
| Break-even: |
234.93 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.08 |
| Spread %: |
11.11% |
| Delta: |
0.55 |
| Theta: |
-0.08 |
| Omega: |
14.89 |
| Rho: |
0.18 |
Quote data
| Open: |
0.83 |
| High: |
0.83 |
| Low: |
0.83 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.54% |
| 1 Month |
|
|
-60.29% |
| 3 Months |
|
|
-43.15% |
| YTD |
|
|
-48.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.03 |
| 1M High / 1M Low: |
2.11 |
1.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-26 |
3.03 |
| Low (YTD): |
2024-05-23 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
