OverviewChartNewsTraderScreen

JP Morgan Call 340 CHTR 16.08.202.../  DE000JL4D425  /

EUWAX
7/31/2024  1:29:07 PM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.360EUR - -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 340.00 - 8/16/2024 Call
 

Master data

WKN: JL4D42
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 8/16/2024
Issue date: 5/31/2023
Last trading day: 8/1/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.14
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.02
Implied volatility: 1.74
Historic volatility: 0.35
Parity: 0.02
Time value: 0.40
Break-even: 382.00
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 38.25
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.57
Theta: -1.86
Omega: 4.63
Rho: 0.05
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+480.65%
3 Months  
+800.00%
YTD
  -52.63%
1 Year
  -67.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.370 0.042
6M High / 6M Low: 0.370 0.031
High (YTD): 1/2/2024 0.760
Low (YTD): 6/14/2024 0.031
52W High: 10/16/2023 1.420
52W Low: 6/14/2024 0.031
Avg. price 1W:   0.343
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   0.533
Avg. volume 1Y:   0.000
Volatility 1M:   877.99%
Volatility 6M:   413.43%
Volatility 1Y:   303.13%
Volatility 3Y:   -