JP Morgan Put 255 STZ 19.07.2024
/ DE000JB9S713
JP Morgan Put 255 STZ 19.07.2024/ DE000JB9S713 /
2024-05-17 10:33:25 AM |
Chg.-0.110 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-14.47% |
- Bid Size: - |
- Ask Size: - |
Constellation Brands... |
255.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JB9S71 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Constellation Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
255.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-01-11 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.16 |
Parity: |
-0.04 |
Time value: |
0.71 |
Break-even: |
227.54 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.10 |
Spread %: |
16.39% |
Delta: |
-0.45 |
Theta: |
-0.05 |
Omega: |
-14.73 |
Rho: |
-0.19 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.76% |
1 Month |
|
|
-15.58% |
3 Months |
|
|
-57.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.410 |
1M High / 1M Low: |
0.830 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.613 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
270.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |