JP Morgan Put 260 STZ 19.07.2024
/ DE000JK5TT55
JP Morgan Put 260 STZ 19.07.2024/ DE000JK5TT55 /
| 2024-05-17 8:24:32 AM |
Chg.-0.19 |
Bid11:16:01 AM |
Ask11:16:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.84EUR |
-18.45% |
0.88
Bid Size: 2,000 |
0.98
Ask Size: 2,000 |
Constellation Brands... |
260.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK5TT5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
0.42 |
| Time value: |
0.52 |
| Break-even: |
229.84 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
11.90% |
| Delta: |
-0.54 |
| Theta: |
-0.05 |
| Omega: |
-13.40 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.84 |
| High: |
0.84 |
| Low: |
0.84 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.83% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.56 |
| 1M High / 1M Low: |
1.08 |
0.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
