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

EUWAX
02/08/2024  10:22:01 Chg.-0.080 Bid13:07:01 Ask13:07:01 Underlying Strike price Expiration date Option type
0.680EUR -10.53% 0.700
Bid Size: 10,000		 0.720
Ask Size: 10,000		 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: 4.60
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.29
Implied volatility: 0.64
Historic volatility: 0.35
Parity: 0.29
Time value: 0.47
Break-even: 396.00
Moneyness: 1.09
Premium: 0.13
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 2.70%
Delta: 0.68
Theta: -0.18
Omega: 3.11
Rho: 0.74
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.95%
1 Month  
+161.54%
3 Months  
+277.78%
YTD
  -33.98%
1 Year
  -49.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.380
1M High / 1M Low: 0.760 0.240
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:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   0.779
Avg. volume 1Y:   0.000
Volatility 1M:   284.29%
Volatility 6M:   189.95%
Volatility 1Y:   144.00%
Volatility 3Y:   -