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

EUWAX
11/10/2024  10:41:42 Chg.+0.010 Bid11/10/2024 Ask11/10/2024 Underlying Strike price Expiration date Option type
0.310EUR +3.33% 0.310
Bid Size: 15,000		 0.320
Ask Size: 15,000		 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: 8.59
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.35
Parity: -0.19
Time value: 0.35
Break-even: 355.00
Moneyness: 0.94
Premium: 0.18
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.51
Theta: -0.22
Omega: 4.37
Rho: 0.32
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+3.33%
3 Months  
+24.00%
YTD
  -69.90%
1 Year
  -80.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.280
1M High / 1M Low: 0.430 0.240
6M High / 6M Low: 0.760 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:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   0.577
Avg. volume 1Y:   0.000
Volatility 1M:   178.11%
Volatility 6M:   187.56%
Volatility 1Y:   158.60%
Volatility 3Y:   -