JP Morgan Call 300 CHTR 20.12.2024
/ DE000JK85PH9
JP Morgan Call 300 CHTR 20.12.202.../ DE000JK85PH9 /
| 06/08/2024 12:30:34 |
Chg.+0.070 |
Bid13:13:14 |
Ask13:13:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
0.770
Bid Size: 10,000 |
0.790
Ask Size: 10,000 |
Charter Communicatio... |
300.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK85PH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
0.58 |
| Time value: |
0.15 |
| Break-even: |
347.01 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
6.67% |
| Delta: |
0.81 |
| Theta: |
-0.11 |
| Omega: |
3.67 |
| Rho: |
0.73 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.64% |
| 1 Month |
|
|
+130.30% |
| 3 Months |
|
|
+245.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.690 |
| 1M High / 1M Low: |
0.890 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
