JP Morgan Put 260 STZ 18.10.2024
/ DE000JK5ZMG4
JP Morgan Put 260 STZ 18.10.2024/ DE000JK5ZMG4 /
| 2024-05-28 8:58:06 AM |
Chg.-0.06 |
Bid1:28:14 PM |
Ask1:28:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-3.85% |
1.52
Bid Size: 2,000 |
1.60
Ask Size: 2,000 |
Constellation Brands... |
260.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK5ZMG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
1.06 |
| Time value: |
0.48 |
| Break-even: |
224.01 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.14 |
| Spread %: |
9.87% |
| Delta: |
-0.57 |
| Theta: |
-0.02 |
| Omega: |
-8.51 |
| Rho: |
-0.57 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+40.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.40 |
| 1M High / 1M Low: |
1.76 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
