JP Morgan Call 330 STZ 16.01.2026
/ DE000JK47321
JP Morgan Call 330 STZ 16.01.2026/ DE000JK47321 /
2024-05-31 11:51:29 AM |
Chg.- |
Bid8:00:16 AM |
Ask8:00:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
- |
1.140 Bid Size: 1,000 |
1.840 Ask Size: 1,000 |
Constellation Brands... |
330.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
JK4732 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-03-01 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
-7.35 |
Time value: |
1.63 |
Break-even: |
320.49 |
Moneyness: |
0.76 |
Premium: |
0.39 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.50 |
Spread %: |
44.25% |
Delta: |
0.35 |
Theta: |
-0.03 |
Omega: |
4.88 |
Rho: |
1.03 |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.990 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.48% |
1 Month |
|
|
-23.85% |
3 Months |
|
|
-20.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.910 |
1M High / 1M Low: |
1.380 |
0.910 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.164 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |