JP Morgan Call 300 CHTR 21.03.2025
/ DE000JK91L61
JP Morgan Call 300 CHTR 21.03.202.../ DE000JK91L61 /
| 11/15/2024 8:48:59 AM |
Chg.-0.13 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.97EUR |
-11.82% |
-
Bid Size: - |
-
Ask Size: - |
Charter Communicatio... |
300.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JK91L6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
0.90 |
| Time value: |
0.07 |
| Break-even: |
381.78 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.91 |
| Theta: |
-0.08 |
| Omega: |
3.50 |
| Rho: |
0.84 |
Quote data
| Open: |
0.97 |
| High: |
0.97 |
| Low: |
0.97 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.02% |
| 1 Month |
|
|
+86.54% |
| 3 Months |
|
|
+34.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.96 |
| 1M High / 1M Low: |
1.11 |
0.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
