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JP Morgan Call 280 STZ 17.01.2025/  DE000JS66MN7  /

EUWAX
2024-05-31  11:38:46 AM Chg.+0.110 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.610EUR +22.00% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 280.00 - 2025-01-17 Call
 

Master data

WKN: JS66MN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 280.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.21
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -4.93
Time value: 0.88
Break-even: 288.80
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.43
Spread abs.: 0.15
Spread %: 20.55%
Delta: 0.28
Theta: -0.05
Omega: 7.42
Rho: 0.36
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.17%
1 Month
  -49.17%
3 Months
  -46.96%
YTD
  -53.79%
1 Year
  -72.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.500
1M High / 1M Low: 1.180 0.500
6M High / 6M Low: 1.930 0.500
High (YTD): 2024-03-27 1.930
Low (YTD): 2024-05-30 0.500
52W High: 2023-08-10 3.310
52W Low: 2024-05-30 0.500
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.837
Avg. volume 1M:   0.000
Avg. price 6M:   1.296
Avg. volume 6M:   0.000
Avg. price 1Y:   1.767
Avg. volume 1Y:   0.000
Volatility 1M:   184.89%
Volatility 6M:   125.48%
Volatility 1Y:   111.72%
Volatility 3Y:   -