JP Morgan Call 275 STZ 17.05.2024
/ DE000JK4CSA6
JP Morgan Call 275 STZ 17.05.2024/ DE000JK4CSA6 /
| 2024-04-29 9:47:17 AM |
Chg.-0.028 |
Bid5:45:23 PM |
Ask5:45:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-42.42% |
0.030
Bid Size: 15,000 |
0.070
Ask Size: 15,000 |
Constellation Brands... |
275.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK4CSA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
127.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
-1.40 |
| Time value: |
0.19 |
| Break-even: |
258.74 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
0.15 |
| Spread %: |
400.00% |
| Delta: |
0.22 |
| Theta: |
-0.14 |
| Omega: |
27.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.57% |
| 1 Month |
|
|
-93.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.054 |
| 1M High / 1M Low: |
0.460 |
0.054 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
