JP Morgan Call 380 CHTR 17.01.2025
/ DE000JT4QQJ2
JP Morgan Call 380 CHTR 17.01.202.../ DE000JT4QQJ2 /
11/09/2024 08:37:36 |
Chg.-0.010 |
Bid18:45:15 |
Ask18:45:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-9.09% |
0.120 Bid Size: 200,000 |
0.130 Ask Size: 200,000 |
Charter Communicatio... |
380.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
JT4QQJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
02/07/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.34 |
Parity: |
-0.51 |
Time value: |
0.12 |
Break-even: |
356.82 |
Moneyness: |
0.85 |
Premium: |
0.22 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.02 |
Spread %: |
20.00% |
Delta: |
0.30 |
Theta: |
-0.10 |
Omega: |
7.45 |
Rho: |
0.27 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.44% |
1 Month |
|
|
-68.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.110 |
1M High / 1M Low: |
0.320 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.138 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.208 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |