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JP Morgan Call 320 CHTR 17.01.202.../  DE000JL2B1L4  /

EUWAX
16/07/2024  10:36:59 Chg.+0.060 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.400EUR +17.65% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 320.00 - 17/01/2025 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: 17/01/2025
Issue date: 27/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.93
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.32
Parity: -0.22
Time value: 0.43
Break-even: 363.00
Moneyness: 0.93
Premium: 0.22
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.53
Theta: -0.15
Omega: 3.69
Rho: 0.59
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month  
+100.00%
3 Months  
+100.00%
YTD
  -61.17%
1 Year
  -60.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.250
1M High / 1M Low: 0.400 0.200
6M High / 6M Low: 0.950 0.170
High (YTD): 03/01/2024 1.030
Low (YTD): 29/04/2024 0.170
52W High: 16/10/2023 1.710
52W Low: 29/04/2024 0.170
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   0.811
Avg. volume 1Y:   0.000
Volatility 1M:   160.59%
Volatility 6M:   155.83%
Volatility 1Y:   122.41%
Volatility 3Y:   -