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JP Morgan Call 290 STZ 17.01.2025/  DE000JS66MP2  /

EUWAX
6/7/2024  12:17:55 PM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.460EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 290.00 - 1/17/2025 Call
 

Master data

WKN: JS66MP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.45
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -6.04
Time value: 0.63
Break-even: 296.30
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.51
Spread abs.: 0.15
Spread %: 31.25%
Delta: 0.22
Theta: -0.04
Omega: 8.12
Rho: 0.28
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month
  -37.84%
3 Months
  -52.58%
YTD
  -56.19%
1 Year
  -75.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.460
1M High / 1M Low: 0.840 0.330
6M High / 6M Low: 1.510 0.330
High (YTD): 3/27/2024 1.510
Low (YTD): 5/30/2024 0.330
52W High: 8/10/2023 2.850
52W Low: 5/30/2024 0.330
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.542
Avg. volume 1M:   0.000
Avg. price 6M:   0.975
Avg. volume 6M:   0.000
Avg. price 1Y:   1.414
Avg. volume 1Y:   0.000
Volatility 1M:   210.02%
Volatility 6M:   141.25%
Volatility 1Y:   122.65%
Volatility 3Y:   -