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

EUWAX
7/10/2024  10:00:11 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.190EUR +5.56% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 340.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
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): 1/2/2024 0.900
Low (YTD): 5/24/2024 0.130
52W High: 10/16/2023 1.570
52W Low: 5/24/2024 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:   -