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JP Morgan Call 400 CHTR 17.01.202.../  DE000JL1F533  /

EUWAX
7/16/2024  10:00:43 AM Chg.+0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.140EUR +27.27% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 400.00 - 1/17/2025 Call
 

Master data

WKN: JL1F53
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.61
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.32
Parity: -1.02
Time value: 0.16
Break-even: 416.00
Moneyness: 0.74
Premium: 0.40
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.28
Theta: -0.11
Omega: 5.26
Rho: 0.35
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+81.82%
1 Month  
+141.38%
3 Months  
+79.49%
YTD
  -76.67%
1 Year
  -77.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.077
1M High / 1M Low: 0.140 0.058
6M High / 6M Low: 0.540 0.054
High (YTD): 1/2/2024 0.580
Low (YTD): 5/24/2024 0.054
52W High: 10/16/2023 1.180
52W Low: 5/24/2024 0.054
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   0.481
Avg. volume 1Y:   0.000
Volatility 1M:   198.37%
Volatility 6M:   205.53%
Volatility 1Y:   160.84%
Volatility 3Y:   -