JP Morgan Call 280 CHTR 17.01.2025
/ DE000JK22FN1
JP Morgan Call 280 CHTR 17.01.202.../ DE000JK22FN1 /
31/07/2024 11:38:10 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.05EUR |
- |
- Bid Size: - |
- Ask Size: - |
Charter Communicatio... |
280.00 - |
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 - |
Maturity: |
17/01/2025 |
Issue date: |
12/02/2024 |
Last trading day: |
01/08/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.97 |
Historic volatility: |
0.35 |
Parity: |
0.52 |
Time value: |
0.57 |
Break-even: |
389.00 |
Moneyness: |
1.19 |
Premium: |
0.17 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
0.73 |
Theta: |
-0.23 |
Omega: |
2.22 |
Rho: |
0.60 |
Quote data
Open: |
1.05 |
High: |
1.05 |
Low: |
1.05 |
Previous Close: |
1.04 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+0.96% |
1 Month |
|
|
+118.75% |
3 Months |
|
|
+228.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.05 |
1.04 |
1M High / 1M Low: |
1.05 |
0.41 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
256.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |