JP Morgan Put 240 STZ 19.07.2024
/ DE000JB8AZ13
JP Morgan Put 240 STZ 19.07.2024/ DE000JB8AZ13 /
| 2024-05-02 11:06:16 AM |
Chg.+0.120 |
Bid4:23:13 PM |
Ask4:23:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+52.17% |
0.310
Bid Size: 30,000 |
0.340
Ask Size: 30,000 |
Constellation Brands... |
240.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB8AZ1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-51.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
-1.30 |
| Time value: |
0.46 |
| Break-even: |
219.34 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.10 |
| Spread %: |
27.78% |
| Delta: |
-0.27 |
| Theta: |
-0.05 |
| Omega: |
-13.66 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.83% |
| 1 Month |
|
|
+34.62% |
| 3 Months |
|
|
-48.53% |
| YTD |
|
|
-71.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.230 |
| 1M High / 1M Low: |
0.360 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
1.230 |
| Low (YTD): |
2024-04-12 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
