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JP Morgan Call 270 STZ 17.01.2025/  DE000JS66MM9  /

EUWAX
2024-05-17  11:42:53 AM Chg.+0.15 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.25EUR +13.64% -
Bid Size: -		 -
Ask Size: -		 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: 16.55
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -3.50
Time value: 1.42
Break-even: 284.20
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.33
Spread abs.: 0.15
Spread %: 11.81%
Delta: 0.38
Theta: -0.06
Omega: 6.31
Rho: 0.51
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.88%
1 Month
  -24.70%
3 Months
  -14.38%
YTD
  -23.31%
1 Year
  -36.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.10
1M High / 1M Low: 1.77 1.10
6M High / 6M Low: 2.42 1.10
High (YTD): 2024-03-27 2.42
Low (YTD): 2024-05-16 1.10
52W High: 2023-08-10 3.82
52W Low: 2024-05-16 1.10
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   0.00
Avg. price 1Y:   2.20
Avg. volume 1Y:   0.00
Volatility 1M:   136.75%
Volatility 6M:   102.92%
Volatility 1Y:   99.02%
Volatility 3Y:   -