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JP Morgan Call 360 STZ 17.01.2025/  DE000JL4ZET6  /

EUWAX
2024-06-07  10:22:22 AM Chg.+0.002 Bid11:00:07 AM Ask11:00:07 AM Underlying Strike price Expiration date Option type
0.027EUR +8.00% 0.026
Bid Size: 500		 0.530
Ask Size: 500		 Constellation Brands... 360.00 - 2025-01-17 Call
 

Master data

WKN: JL4ZET
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2025-01-17
Issue date: 2023-06-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -13.04
Time value: 0.53
Break-even: 365.30
Moneyness: 0.64
Premium: 0.59
Premium p.a.: 1.13
Spread abs.: 0.50
Spread %: 1,862.96%
Delta: 0.15
Theta: -0.04
Omega: 6.41
Rho: 0.18
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.73%
1 Month
  -38.64%
3 Months
  -70.97%
YTD
  -86.50%
1 Year
  -94.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.022
1M High / 1M Low: 0.048 0.015
6M High / 6M Low: 0.300 0.015
High (YTD): 2024-01-09 0.300
Low (YTD): 2024-05-30 0.015
52W High: 2023-08-08 0.810
52W Low: 2024-05-30 0.015
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   0.308
Avg. volume 1Y:   0.000
Volatility 1M:   339.27%
Volatility 6M:   233.74%
Volatility 1Y:   193.53%
Volatility 3Y:   -