JP Morgan Put 260 STZ 19.07.2024
/ DE000JK5TT55
JP Morgan Put 260 STZ 19.07.2024/ DE000JK5TT55 /
| 2024-05-02 1:52:23 PM |
Chg.+0.320 |
Bid5:44:02 PM |
Ask5:44:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+42.11% |
1.000
Bid Size: 30,000 |
1.030
Ask Size: 30,000 |
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: |
-20.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
0.56 |
| Time value: |
0.56 |
| Break-even: |
231.31 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
9.01% |
| Delta: |
-0.54 |
| Theta: |
-0.04 |
| Omega: |
-11.38 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
1.080 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.11% |
| 1 Month |
|
|
+56.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.730 |
| 1M High / 1M Low: |
1.000 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.755 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.798 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
