JP Morgan Call 300 CHTR 20.09.2024
/ DE000JK26D53
JP Morgan Call 300 CHTR 20.09.202.../ DE000JK26D53 /
| 16/07/2024 10:47:54 |
Chg.- |
Bid08:06:35 |
Ask08:06:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
0.370
Bid Size: 15,000 |
0.390
Ask Size: 15,000 |
Charter Communicatio... |
300.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK26D5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
0.23 |
| Time value: |
0.16 |
| Break-even: |
314.27 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.69 |
| Theta: |
-0.19 |
| Omega: |
5.28 |
| Rho: |
0.30 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+94.74% |
| 1 Month |
|
|
+164.29% |
| 3 Months |
|
|
+131.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.190 |
| 1M High / 1M Low: |
0.370 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
