JP Morgan Call 300 CHTR 16.01.202.../  DE000JK7QP01  /

EUWAX
31/07/2024  12:59:25 Chg.+0.01 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.23EUR +0.82% -
Bid Size: -
-
Ask Size: -
Charter Communicatio... 300.00 USD 16/01/2026 Call
 

Master data

WKN: JK7QP0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 16/01/2026
Issue date: 03/04/2024
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.77
Implied volatility: 0.47
Historic volatility: 0.35
Parity: 0.77
Time value: 0.47
Break-even: 401.27
Moneyness: 1.28
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 5.51%
Delta: 0.79
Theta: -0.07
Omega: 2.26
Rho: 2.28
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+83.58%
3 Months  
+141.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.22 0.79
1M High / 1M Low: 1.22 0.63
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.96
Avg. volume 1W:   0.00
Avg. price 1M:   0.78
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -