JP Morgan Call 320 STZ 20.06.2025
/ DE000JK5R1E0
JP Morgan Call 320 STZ 20.06.2025/ DE000JK5R1E0 /
2024-05-20 2:43:14 PM |
Chg.- |
Bid1:30:34 PM |
Ask1:30:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
- |
0.550 Bid Size: 1,000 |
0.750 Ask Size: 1,000 |
Constellation Brands... |
320.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
JK5R1E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-03-07 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
-6.39 |
Time value: |
0.89 |
Break-even: |
303.55 |
Moneyness: |
0.78 |
Premium: |
0.32 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.30 |
Spread %: |
50.85% |
Delta: |
0.27 |
Theta: |
-0.03 |
Omega: |
6.93 |
Rho: |
0.57 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.660 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.81% |
1 Month |
|
|
-28.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.600 |
1M High / 1M Low: |
1.030 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.783 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |