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JP Morgan Call 270 STZ 17.01.2025/  DE000JS66MM9  /

EUWAX
2024-06-07  12:17:55 PM Chg.-0.010 Bid7:58:14 PM Ask7:58:14 PM Underlying Strike price Expiration date Option type
0.950EUR -1.04% 1.070
Bid Size: 30,000		 1.110
Ask Size: 30,000		 Constellation Brands... 270.00 - 2025-01-17 Call
 

Master data

WKN: JS66MM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.32
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -4.04
Time value: 1.13
Break-even: 281.30
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.15
Spread %: 15.31%
Delta: 0.34
Theta: -0.05
Omega: 6.82
Rho: 0.40
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.95%
1 Month
  -32.62%
3 Months
  -31.65%
YTD
  -41.72%
1 Year
  -61.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.880
1M High / 1M Low: 1.600 0.740
6M High / 6M Low: 2.420 0.740
High (YTD): 2024-03-27 2.420
Low (YTD): 2024-05-30 0.740
52W High: 2023-08-10 3.820
52W Low: 2024-05-30 0.740
Avg. price 1W:   0.972
Avg. volume 1W:   0.000
Avg. price 1M:   1.122
Avg. volume 1M:   0.000
Avg. price 6M:   1.640
Avg. volume 6M:   0.000
Avg. price 1Y:   2.124
Avg. volume 1Y:   0.000
Volatility 1M:   172.83%
Volatility 6M:   118.03%
Volatility 1Y:   105.37%
Volatility 3Y:   -