JP Morgan Call 280 CHTR 16.08.2024
/ DE000JK3LYE9
JP Morgan Call 280 CHTR 16.08.202.../ DE000JK3LYE9 /
| 7/10/2024 11:43:38 AM |
Chg.+0.010 |
Bid5:58:38 PM |
Ask5:58:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
0.230
Bid Size: 250,000 |
0.240
Ask Size: 250,000 |
Charter Communicatio... |
280.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK3LYE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
0.13 |
| Time value: |
0.12 |
| Break-even: |
283.92 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.66 |
| Theta: |
-0.24 |
| Omega: |
7.13 |
| Rho: |
0.16 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.230 |
| 1M High / 1M Low: |
0.310 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
