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JP Morgan Call 400 CHTR 16.08.202.../  DE000JL4LBC8  /

EUWAX
7/3/2024  1:44:13 PM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.012EUR - -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 400.00 - 8/16/2024 Call
 

Master data

WKN: JL4LBC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 8/16/2024
Issue date: 5/31/2023
Last trading day: 7/4/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 107.31
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.31
Parity: -1.32
Time value: 0.03
Break-even: 402.50
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 48.24
Spread abs.: 0.01
Spread %: 66.67%
Delta: 0.09
Theta: -0.15
Omega: 9.16
Rho: 0.02
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.011
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+33.33%
3 Months
  -58.62%
YTD
  -97.21%
1 Year
  -97.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.011
1M High / 1M Low: 0.015 0.006
6M High / 6M Low: 0.340 0.006
High (YTD): 1/2/2024 0.430
Low (YTD): 6/14/2024 0.006
52W High: 10/16/2023 1.000
52W Low: 6/14/2024 0.006
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   0.371
Avg. volume 1Y:   0.000
Volatility 1M:   343.99%
Volatility 6M:   296.00%
Volatility 1Y:   222.77%
Volatility 3Y:   -