JP Morgan Call 280 CHTR 17.01.2025
/ DE000JK22FN1
JP Morgan Call 280 CHTR 17.01.202.../ DE000JK22FN1 /
| 09/07/2024 11:30:58 |
Chg.-0.060 |
Bid19:58:46 |
Ask19:58:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-12.77% |
0.430
Bid Size: 250,000 |
0.440
Ask Size: 250,000 |
Charter Communicatio... |
280.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK22FN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
12/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
0.10 |
| Time value: |
0.30 |
| Break-even: |
298.23 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.63 |
| Theta: |
-0.09 |
| Omega: |
4.27 |
| Rho: |
0.68 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
+13.89% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.440 |
| 1M High / 1M Low: |
0.480 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
