JP Morgan Call 300 CHTR 17.01.2025
/ DE000JK232N0
JP Morgan Call 300 CHTR 17.01.202.../ DE000JK232N0 /
| 2024-08-02 10:31:01 AM |
Chg.- |
Bid10:07:10 AM |
Ask10:07:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
- |
0.730
Bid Size: 10,000 |
0.790
Ask Size: 10,000 |
Charter Communicatio... |
300.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK232N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.35 |
| Parity: |
0.67 |
| Time value: |
0.13 |
| Break-even: |
354.69 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.85 |
| Theta: |
-0.09 |
| Omega: |
3.63 |
| Rho: |
0.95 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.41% |
| 1 Month |
|
|
+118.42% |
| 3 Months |
|
|
+245.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.780 |
| 1M High / 1M Low: |
0.910 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
