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JP Morgan Call 250 STZ 21.06.2024/  DE000JS81M31  /

EUWAX
2024-05-14  9:51:26 AM Chg.-0.24 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.14EUR -17.39% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 250.00 - 2024-06-21 Call
 

Master data

WKN: JS81M3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.49
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.16
Parity: -1.02
Time value: 1.23
Break-even: 262.30
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 1.37
Spread abs.: 0.10
Spread %: 8.85%
Delta: 0.45
Theta: -0.22
Omega: 8.68
Rho: 0.10
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.64%
1 Month
  -45.97%
3 Months  
+7.55%
YTD
  -4.20%
1 Year
  -33.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.10
1M High / 1M Low: 1.74 0.88
6M High / 6M Low: 2.42 0.88
High (YTD): 2024-03-26 2.42
Low (YTD): 2024-05-02 0.88
52W High: 2023-08-09 3.92
52W Low: 2024-05-02 0.88
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   1.98
Avg. volume 1Y:   0.00
Volatility 1M:   211.29%
Volatility 6M:   159.38%
Volatility 1Y:   135.19%
Volatility 3Y:   -