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JP Morgan Call 360 STZ 17.01.2025/  DE000JL4ZET6  /

EUWAX
2024-05-27  10:04:00 AM Chg.+0.006 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.024EUR +33.33% -
Bid Size: -		 -
Ask Size: -		 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: 44.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.16
Parity: -13.09
Time value: 0.52
Break-even: 365.20
Moneyness: 0.64
Premium: 0.59
Premium p.a.: 1.06
Spread abs.: 0.50
Spread %: 2,066.67%
Delta: 0.15
Theta: -0.04
Omega: 6.45
Rho: 0.18
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.84%
1 Month
  -71.08%
3 Months
  -80.00%
YTD
  -88.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.018
1M High / 1M Low: 0.073 0.018
6M High / 6M Low: 0.300 0.018
High (YTD): 2024-01-09 0.300
Low (YTD): 2024-05-24 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   297.07%
Volatility 6M:   212.66%
Volatility 1Y:   -
Volatility 3Y:   -