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JP Morgan Call 310 STZ 17.01.2025/  DE000JS66MR8  /

EUWAX
2024-06-07  12:17:55 PM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% -
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: 52.80
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -7.77
Time value: 0.44
Break-even: 314.40
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.64
Spread abs.: 0.20
Spread %: 83.33%
Delta: 0.16
Theta: -0.03
Omega: 8.67
Rho: 0.21
 

Quote data

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

Performance

1 Week  
+16.67%
1 Month
  -40.00%
3 Months
  -61.11%
YTD
  -68.18%
1 Year
  -83.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.400 0.140
6M High / 6M Low: 0.900 0.140
High (YTD): 2024-01-12 0.900
Low (YTD): 2024-05-30 0.140
52W High: 2023-08-10 2.050
52W Low: 2024-05-30 0.140
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   0.921
Avg. volume 1Y:   0.000
Volatility 1M:   246.89%
Volatility 6M:   163.20%
Volatility 1Y:   139.68%
Volatility 3Y:   -