JP Morgan Call 380 CHTR 17.01.2025
/ DE000JT4QQJ2
JP Morgan Call 380 CHTR 17.01.202.../ DE000JT4QQJ2 /
| 11/15/2024 8:30:20 AM |
Chg.-0.100 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-26.32% |
-
Bid Size: - |
-
Ask Size: - |
Charter Communicatio... |
380.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.38 |
| Parity: |
0.09 |
| Time value: |
0.18 |
| Break-even: |
387.95 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.61 |
| Theta: |
-0.18 |
| Omega: |
8.36 |
| Rho: |
0.34 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+180.00% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.270 |
| 1M High / 1M Low: |
0.400 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
451.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
