OverviewChartNewsTraderScreen

JP Morgan Call 320 STZ 17.01.2025/  DE000JS66MS6  /

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
0.140EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 320.00 - 2025-01-17 Call
 

Master data

WKN: JS66MS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.16
Parity: -8.77
Time value: 0.46
Break-even: 324.60
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 0.73
Spread abs.: 0.30
Spread %: 187.50%
Delta: 0.16
Theta: -0.04
Omega: 8.07
Rho: 0.20
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -39.13%
3 Months
  -65.00%
YTD
  -73.08%
1 Year
  -87.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.270 0.090
6M High / 6M Low: 0.700 0.090
High (YTD): 2024-01-12 0.700
Low (YTD): 2024-05-30 0.090
52W High: 2023-08-10 1.720
52W Low: 2024-05-30 0.090
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.740
Avg. volume 1Y:   0.000
Volatility 1M:   260.31%
Volatility 6M:   172.28%
Volatility 1Y:   147.84%
Volatility 3Y:   -