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JP Morgan Call 300 STZ 17.01.2025/  DE000JS66MQ0  /

EUWAX
2024-06-07  12:17:55 PM Chg.0.000 Bid8:41:39 PM Ask8:41:39 PM Underlying Strike price Expiration date Option type
0.310EUR 0.00% 0.360
Bid Size: 20,000		 0.410
Ask Size: 20,000		 Constellation Brands... 300.00 - 2025-01-17 Call
 

Master data

WKN: JS66MQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.16
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -7.04
Time value: 0.52
Break-even: 305.20
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.59
Spread abs.: 0.20
Spread %: 62.50%
Delta: 0.19
Theta: -0.04
Omega: 8.33
Rho: 0.23
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month
  -38.00%
3 Months
  -47.46%
YTD
  -63.10%
1 Year
  -79.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: 0.590 0.220
6M High / 6M Low: 1.160 0.220
High (YTD): 2024-03-27 1.160
Low (YTD): 2024-05-30 0.220
52W High: 2023-08-10 2.420
52W Low: 2024-05-30 0.220
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   1.148
Avg. volume 1Y:   0.000
Volatility 1M:   228.55%
Volatility 6M:   151.84%
Volatility 1Y:   130.54%
Volatility 3Y:   -