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JP Morgan Call 340 CHTR 17.01.202.../  DE000JL0VJV8  /

EUWAX
2024-11-12  9:50:00 AM Chg.- Bid9:05:45 AM Ask9:05:45 AM Underlying Strike price Expiration date Option type
0.600EUR - 0.560
Bid Size: 10,000		 0.580
Ask Size: 10,000		 Charter Communicatio... 340.00 - 2025-01-17 Call
 

Master data

WKN: JL0VJV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.99
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.31
Implied volatility: 0.72
Historic volatility: 0.37
Parity: 0.31
Time value: 0.31
Break-even: 402.00
Moneyness: 1.09
Premium: 0.08
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 3.33%
Delta: 0.68
Theta: -0.33
Omega: 4.06
Rho: 0.34
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+172.73%
3 Months  
+42.86%
YTD
  -34.07%
1 Year
  -45.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.550
1M High / 1M Low: 0.710 0.160
6M High / 6M Low: 0.710 0.130
High (YTD): 2024-01-02 0.900
Low (YTD): 2024-05-24 0.130
52W High: 2023-11-15 1.170
52W Low: 2024-05-24 0.130
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   0.400
Avg. volume 1Y:   0.000
Volatility 1M:   370.79%
Volatility 6M:   239.00%
Volatility 1Y:   200.02%
Volatility 3Y:   -