JP Morgan Call 320 CHTR 17.01.2025
/ DE000JL2B1L4
JP Morgan Call 320 CHTR 17.01.202.../ DE000JL2B1L4 /
2024-09-06 10:30:30 AM |
Chg.-0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-8.11% |
- Bid Size: - |
- Ask Size: - |
Charter Communicatio... |
320.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL2B1L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-27 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.34 |
Parity: |
-0.25 |
Time value: |
0.35 |
Break-even: |
355.00 |
Moneyness: |
0.92 |
Premium: |
0.20 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.50 |
Theta: |
-0.17 |
Omega: |
4.22 |
Rho: |
0.41 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-38.18% |
3 Months |
|
|
+61.90% |
YTD |
|
|
-66.99% |
1 Year |
|
|
-75.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.340 |
1M High / 1M Low: |
0.650 |
0.340 |
6M High / 6M Low: |
0.760 |
0.170 |
High (YTD): |
2024-01-03 |
1.030 |
Low (YTD): |
2024-04-29 |
0.170 |
52W High: |
2023-10-16 |
1.710 |
52W Low: |
2024-04-29 |
0.170 |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.508 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.329 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.688 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
148.14% |
Volatility 6M: |
|
180.60% |
Volatility 1Y: |
|
151.22% |
Volatility 3Y: |
|
- |