JP Morgan Call 360 CHTR 20.06.202.../  DE000JK5FMW3  /

EUWAX
02/08/2024  10:15:33 Chg.-0.070 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.620EUR -10.14% -
Bid Size: -
-
Ask Size: -
Charter Communicatio... 360.00 USD 20/06/2025 Call
 

Master data

WKN: JK5FMW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 20/06/2025
Issue date: 15/03/2024
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.49
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.12
Implied volatility: 0.41
Historic volatility: 0.35
Parity: 0.12
Time value: 0.50
Break-even: 392.26
Moneyness: 1.04
Premium: 0.15
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.64
Theta: -0.09
Omega: 3.53
Rho: 1.39
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.16%
1 Month  
+129.63%
3 Months  
+210.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.620
1M High / 1M Low: 0.690 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -