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JP Morgan Call 250 STZ 21.06.2024/  DE000JS81M31  /

EUWAX
2024-04-29  9:42:34 AM Chg.-0.13 Bid10:18:14 AM Ask10:18:14 AM Underlying Strike price Expiration date Option type
1.36EUR -8.72% 1.34
Bid Size: 2,000		 1.44
Ask Size: 2,000		 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: 17.10
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -0.71
Time value: 1.42
Break-even: 264.20
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.79
Spread abs.: 0.10
Spread %: 7.58%
Delta: 0.48
Theta: -0.17
Omega: 8.22
Rho: 0.15
 

Quote data

Open: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.72%
1 Month
  -42.13%
3 Months  
+9.68%
YTD  
+14.29%
1 Year
  -20.93%
3 Years     -
5 Years     -
1W High / 1W Low: 1.49 1.34
1M High / 1M Low: 2.11 1.23
6M High / 6M Low: 2.42 0.91
High (YTD): 2024-03-26 2.42
Low (YTD): 2024-02-20 0.91
52W High: 2023-08-09 3.92
52W Low: 2024-02-20 0.91
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   1.40
Avg. volume 6M:   0.00
Avg. price 1Y:   2.00
Avg. volume 1Y:   0.00
Volatility 1M:   165.86%
Volatility 6M:   147.49%
Volatility 1Y:   129.31%
Volatility 3Y:   -