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JP Morgan Put 240 STZ 17.01.2025/  DE000JL5AQV6  /

EUWAX
2024-06-07  9:16:27 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.920EUR -1.08% -
Bid Size: -		 -
Ask Size: -		 Constellation Brands... 240.00 - 2025-01-17 Put
 

Master data

WKN: JL5AQV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-06-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.26
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 1.04
Implied volatility: 0.11
Historic volatility: 0.16
Parity: 1.04
Time value: 0.04
Break-even: 229.20
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 16.13%
Delta: -0.58
Theta: 0.00
Omega: -12.36
Rho: -0.89
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month  
+19.48%
3 Months
  -29.23%
YTD
  -52.33%
1 Year
  -62.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.920
1M High / 1M Low: 1.220 0.640
6M High / 6M Low: 2.300 0.640
High (YTD): 2024-01-03 1.980
Low (YTD): 2024-05-13 0.640
52W High: 2023-10-27 2.860
52W Low: 2024-05-13 0.640
Avg. price 1W:   0.958
Avg. volume 1W:   0.000
Avg. price 1M:   0.885
Avg. volume 1M:   0.000
Avg. price 6M:   1.265
Avg. volume 6M:   0.000
Avg. price 1Y:   1.636
Avg. volume 1Y:   0.000
Volatility 1M:   156.91%
Volatility 6M:   112.51%
Volatility 1Y:   95.40%
Volatility 3Y:   -