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: |
|
- |
