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JP Morgan Call 330 STZ 17.01.2025/  DE000JS9K2L9  /

EUWAX
2024-06-07  9:00:59 AM Chg.+0.003 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.100EUR +3.09% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 330.00 - 2025-01-17 Call
 

Master data

WKN: JS9K2L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 2025-01-17
Issue date: 2023-03-08
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -9.77
Time value: 0.41
Break-even: 334.10
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.81
Spread abs.: 0.30
Spread %: 272.73%
Delta: 0.14
Theta: -0.03
Omega: 8.06
Rho: 0.18
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.097
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.21%
1 Month
  -33.33%
3 Months
  -65.52%
YTD
  -75.61%
1 Year
  -89.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.097
1M High / 1M Low: 0.170 0.058
6M High / 6M Low: 0.540 0.058
High (YTD): 2024-01-15 0.540
Low (YTD): 2024-05-30 0.058
52W High: 2023-08-08 1.440
52W Low: 2024-05-30 0.058
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.591
Avg. volume 1Y:   0.000
Volatility 1M:   285.12%
Volatility 6M:   191.97%
Volatility 1Y:   158.90%
Volatility 3Y:   -