JP Morgan Call 380 CHTR 20.12.2024
/ DE000JK9B2M5
JP Morgan Call 380 CHTR 20.12.202.../ DE000JK9B2M5 /
| 01/08/2024 08:44:58 |
Chg.+0.030 |
Bid18:19:06 |
Ask18:19:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.360
Bid Size: 200,000 |
0.370
Ask Size: 200,000 |
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: |
9.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.35 |
| Parity: |
-0.29 |
| Time value: |
0.39 |
| Break-even: |
419.00 |
| Moneyness: |
0.92 |
| Premium: |
0.19 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.49 |
| Theta: |
-0.19 |
| Omega: |
4.44 |
| Rho: |
0.52 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+160.00% |
| 1 Month |
|
|
+254.55% |
| 3 Months |
|
|
+457.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.150 |
| 1M High / 1M Low: |
0.380 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
425.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
