JP Morgan Call 260 STZ 18.10.2024
/ DE000JK2HBC1
JP Morgan Call 260 STZ 18.10.2024/ DE000JK2HBC1 /
| 2024-05-29 10:32:06 AM |
Chg.-0.170 |
Bid2:27:20 PM |
Ask2:27:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-19.32% |
0.690
Bid Size: 2,000 |
0.780
Ask Size: 2,000 |
Constellation Brands... |
260.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK2HBC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-1.34 |
| Time value: |
0.78 |
| Break-even: |
247.44 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.09 |
| Spread %: |
13.33% |
| Delta: |
0.40 |
| Theta: |
-0.05 |
| Omega: |
11.50 |
| Rho: |
0.32 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.47% |
| 1 Month |
|
|
-55.06% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.750 |
| 1M High / 1M Low: |
1.600 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
