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JP Morgan Call 360 CHTR 17.01.202.../  DE000JL0VJX4  /

EUWAX
2024-07-09  9:57:43 AM Chg.-0.030 Bid12:07:40 PM Ask12:07:40 PM Underlying Strike price Expiration date Option type
0.130EUR -18.75% 0.130
Bid Size: 15,000		 0.150
Ask Size: 15,000		 Charter Communicatio... 360.00 - 2025-01-17 Call
 

Master data

WKN: JL0VJX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 17.88
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.31
Parity: -0.92
Time value: 0.15
Break-even: 375.00
Moneyness: 0.75
Premium: 0.40
Premium p.a.: 0.89
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.29
Theta: -0.09
Omega: 5.16
Rho: 0.33
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+8.33%
3 Months
  -18.75%
YTD
  -83.75%
1 Year
  -83.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.160 0.110
6M High / 6M Low: 0.730 0.096
High (YTD): 2024-01-02 0.780
Low (YTD): 2024-04-29 0.096
52W High: 2023-10-16 1.430
52W Low: 2024-04-29 0.096
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.642
Avg. volume 1Y:   0.000
Volatility 1M:   113.36%
Volatility 6M:   175.29%
Volatility 1Y:   138.26%
Volatility 3Y:   -