JP Morgan Call 340 CHTR 17.01.2025
/ DE000JL0VJV8
JP Morgan Call 340 CHTR 17.01.202.../ DE000JL0VJV8 /
10/07/2024 10:00:11 |
Chg.+0.010 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+5.56% |
- Bid Size: - |
- Ask Size: - |
Charter Communicatio... |
340.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
06/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.31 |
Parity: |
-0.68 |
Time value: |
0.21 |
Break-even: |
361.00 |
Moneyness: |
0.80 |
Premium: |
0.33 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.02 |
Spread %: |
10.53% |
Delta: |
0.36 |
Theta: |
-0.11 |
Omega: |
4.70 |
Rho: |
0.41 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.52% |
1 Month |
|
|
+26.67% |
3 Months |
|
|
-5.00% |
YTD |
|
|
-79.12% |
1 Year |
|
|
-79.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.180 |
1M High / 1M Low: |
0.220 |
0.140 |
6M High / 6M Low: |
0.840 |
0.130 |
High (YTD): |
02/01/2024 |
0.900 |
Low (YTD): |
24/05/2024 |
0.130 |
52W High: |
16/10/2023 |
1.570 |
52W Low: |
24/05/2024 |
0.130 |
Avg. price 1W: |
|
0.208 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.179 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.287 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.727 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
132.79% |
Volatility 6M: |
|
162.59% |
Volatility 1Y: |
|
127.73% |
Volatility 3Y: |
|
- |