JP Morgan Call 300 CHTR 21.03.2025
/ DE000JK91L61
JP Morgan Call 300 CHTR 21.03.202.../ DE000JK91L61 /
| 11/10/2024 08:55:03 |
Chg.-0.030 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
Charter Communicatio... |
300.00 USD |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
21/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.35 |
| Parity: |
0.24 |
| Time value: |
0.23 |
| Break-even: |
320.98 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
0.69 |
| Theta: |
-0.10 |
| Omega: |
4.41 |
| Rho: |
0.70 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.51% |
| 1 Month |
|
|
-13.56% |
| 3 Months |
|
|
+15.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.620 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
