JP Morgan Call 280 CHTR 19.12.2025
/ DE000JK7RL38
JP Morgan Call 280 CHTR 19.12.202.../ DE000JK7RL38 /
8/13/2024 10:54:05 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.07EUR |
- |
- Bid Size: - |
- Ask Size: - |
Charter Communicatio... |
280.00 - |
12/19/2025 |
Call |
Master data
WKN: |
JK7RL3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 - |
Maturity: |
12/19/2025 |
Issue date: |
4/10/2024 |
Last trading day: |
8/13/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.79 |
Historic volatility: |
0.34 |
Parity: |
0.15 |
Time value: |
0.97 |
Break-even: |
392.00 |
Moneyness: |
1.05 |
Premium: |
0.33 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
3.70% |
Delta: |
0.71 |
Theta: |
-0.11 |
Omega: |
1.88 |
Rho: |
1.26 |
Quote data
Open: |
1.07 |
High: |
1.07 |
Low: |
1.07 |
Previous Close: |
1.19 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-3.60% |
3 Months |
|
|
+67.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.20 |
1.07 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |