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

EUWAX
9/6/2024  10:05:12 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.057EUR -14.93% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 420.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 41.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.34
Parity: -1.25
Time value: 0.07
Break-even: 427.20
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 1.77
Spread abs.: 0.02
Spread %: 26.32%
Delta: 0.17
Theta: -0.09
Omega: 6.98
Rho: 0.16
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.067
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.23%
1 Month
  -68.33%
3 Months  
+11.76%
YTD
  -88.82%
1 Year
  -93.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.057
1M High / 1M Low: 0.190 0.057
6M High / 6M Low: 0.260 0.041
High (YTD): 1/2/2024 0.500
Low (YTD): 5/30/2024 0.041
52W High: 10/16/2023 1.060
52W Low: 5/30/2024 0.041
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   237.92%
Volatility 6M:   251.27%
Volatility 1Y:   210.29%
Volatility 3Y:   -