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JP Morgan Call 310 STZ 17.01.2025/  DE000JS66MR8  /

EUWAX
2024-05-23  11:34:34 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 310.00 - 2025-01-17 Call
 

Master data

WKN: JS66MR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 310.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.49
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -8.00
Time value: 0.40
Break-even: 314.00
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.61
Spread abs.: 0.20
Spread %: 100.00%
Delta: 0.15
Theta: -0.03
Omega: 8.85
Rho: 0.21
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -55.56%
3 Months
  -61.54%
YTD
  -69.70%
1 Year
  -83.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.210
1M High / 1M Low: 0.480 0.210
6M High / 6M Low: 0.900 0.210
High (YTD): 2024-01-12 0.900
Low (YTD): 2024-05-22 0.210
52W High: 2023-08-10 2.050
52W Low: 2024-05-22 0.210
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.595
Avg. volume 6M:   0.000
Avg. price 1Y:   0.970
Avg. volume 1Y:   0.000
Volatility 1M:   208.57%
Volatility 6M:   146.66%
Volatility 1Y:   131.96%
Volatility 3Y:   -