JP Morgan Call 380 CHTR 20.12.2024
/ DE000JK9B2M5
JP Morgan Call 380 CHTR 20.12.202.../ DE000JK9B2M5 /
| 14/11/2024 08:49:16 |
Chg.+0.110 |
Bid11:11:00 |
Ask11:11:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+50.00% |
0.330
Bid Size: 10,000 |
0.350
Ask Size: 10,000 |
Charter Communicatio... |
380.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
JK9B2M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.37 |
| Parity: |
0.04 |
| Time value: |
0.31 |
| Break-even: |
415.00 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.57 |
| Theta: |
-0.46 |
| Omega: |
6.26 |
| Rho: |
0.18 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+400.00% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.220 |
| 1M High / 1M Low: |
0.360 |
0.042 |
| 6M High / 6M Low: |
0.390 |
0.042 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
506.36% |
| Volatility 6M: |
|
331.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
