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

EUWAX
2024-07-09  10:38:24 AM Chg.-0.050 Bid8:31:15 PM Ask8:31:15 PM Underlying Strike price Expiration date Option type
0.240EUR -17.24% 0.250
Bid Size: 250,000		 0.260
Ask Size: 250,000		 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: 10.32
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.31
Parity: -0.52
Time value: 0.26
Break-even: 346.00
Moneyness: 0.84
Premium: 0.29
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.42
Theta: -0.12
Omega: 4.32
Rho: 0.45
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+14.29%
3 Months
  -7.69%
YTD
  -76.70%
1 Year
  -76.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.260
1M High / 1M Low: 0.290 0.190
6M High / 6M Low: 0.950 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:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   0.359
Avg. volume 6M:   0.000
Avg. price 1Y:   0.828
Avg. volume 1Y:   0.000
Volatility 1M:   126.40%
Volatility 6M:   148.53%
Volatility 1Y:   118.04%
Volatility 3Y:   -