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JP Morgan Call 420 CHTR 17.01.202.../  DE000JL1F541  /

EUWAX
2024-07-10  10:00:24 AM Chg.+0.005 Bid5:17:47 PM Ask5:17:47 PM Underlying Strike price Expiration date Option type
0.058EUR +9.43% 0.057
Bid Size: 200,000		 0.067
Ask Size: 200,000		 Charter Communicatio... 420.00 - 2025-01-17 Call
 

Master data

WKN: JL1F54
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 34.84
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.31
Parity: -1.48
Time value: 0.08
Break-even: 427.80
Moneyness: 0.65
Premium: 0.57
Premium p.a.: 1.38
Spread abs.: 0.02
Spread %: 34.48%
Delta: 0.17
Theta: -0.07
Omega: 5.96
Rho: 0.20
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.77%
1 Month  
+26.09%
3 Months
  -25.64%
YTD
  -88.63%
1 Year
  -89.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.053
1M High / 1M Low: 0.070 0.043
6M High / 6M Low: 0.460 0.041
High (YTD): 2024-01-02 0.500
Low (YTD): 2024-05-30 0.041
52W High: 2023-10-16 1.060
52W Low: 2024-05-30 0.041
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   0.430
Avg. volume 1Y:   0.000
Volatility 1M:   169.52%
Volatility 6M:   201.95%
Volatility 1Y:   159.46%
Volatility 3Y:   -