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

EUWAX
09/07/2024  09:58:00 Chg.-0.015 Bid17:52:05 Ask17:52:05 Underlying Strike price Expiration date Option type
0.053EUR -22.06% 0.056
Bid Size: 200,000		 0.066
Ask Size: 200,000		 Charter Communicatio... 420.00 - 17/01/2025 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: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 37.26
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.31
Parity: -1.52
Time value: 0.07
Break-even: 427.20
Moneyness: 0.64
Premium: 0.59
Premium p.a.: 1.42
Spread abs.: 0.02
Spread %: 38.46%
Delta: 0.16
Theta: -0.07
Omega: 6.04
Rho: 0.19
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.068
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.19%
1 Month  
+3.92%
3 Months
  -33.75%
YTD
  -89.61%
1 Year
  -90.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.065
1M High / 1M Low: 0.070 0.043
6M High / 6M Low: 0.460 0.041
High (YTD): 02/01/2024 0.500
Low (YTD): 30/05/2024 0.041
52W High: 16/10/2023 1.060
52W Low: 30/05/2024 0.041
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   0.000
Avg. price 1Y:   0.432
Avg. volume 1Y:   0.000
Volatility 1M:   150.84%
Volatility 6M:   199.69%
Volatility 1Y:   158.33%
Volatility 3Y:   -