JP Morgan Call 300 STZ 18.10.2024
/ DE000JK2HBF4
JP Morgan Call 300 STZ 18.10.2024/ DE000JK2HBF4 /
2024-06-07 10:53:38 AM |
Chg.0.000 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
300.00 USD |
2024-10-18 |
Call |
Master data
WKN: |
JK2HBF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-02-29 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
74.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
-4.58 |
Time value: |
0.31 |
Break-even: |
278.54 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.20 |
Spread %: |
181.82% |
Delta: |
0.17 |
Theta: |
-0.04 |
Omega: |
12.47 |
Rho: |
0.13 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.02% |
1 Month |
|
|
-52.17% |
3 Months |
|
|
-74.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.110 |
1M High / 1M Low: |
0.260 |
0.062 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
342.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |