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JP Morgan Put 210 STZ 17.01.2025/  DE000JS66ME6  /

EUWAX
2024-05-23  11:34:31 AM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.320EUR +10.34% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 210.00 - 2025-01-17 Put
 

Master data

WKN: JS66ME
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 210.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.91
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -2.00
Time value: 0.48
Break-even: 205.20
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.15
Spread %: 45.45%
Delta: -0.21
Theta: -0.02
Omega: -10.14
Rho: -0.35
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month
  -3.03%
3 Months
  -55.56%
YTD
  -68.93%
1 Year
  -82.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.270
1M High / 1M Low: 0.350 0.220
6M High / 6M Low: 1.220 0.220
High (YTD): 2024-01-03 1.040
Low (YTD): 2024-05-13 0.220
52W High: 2023-05-25 1.870
52W Low: 2024-05-13 0.220
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   0.000
Avg. price 1Y:   0.944
Avg. volume 1Y:   0.000
Volatility 1M:   151.66%
Volatility 6M:   113.81%
Volatility 1Y:   98.20%
Volatility 3Y:   -