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JP Morgan Call 440 CHTR 17.01.202.../  DE000JL1F558  /

EUWAX
7/1/2024  9:45:26 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.053EUR - -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 440.00 - 1/17/2025 Call
 

Master data

WKN: JL1F55
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 7/2/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 34.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.31
Parity: -1.68
Time value: 0.08
Break-even: 447.90
Moneyness: 0.62
Premium: 0.65
Premium p.a.: 1.60
Spread abs.: 0.03
Spread %: 61.22%
Delta: 0.16
Theta: -0.07
Omega: 5.66
Rho: 0.19
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.050
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+51.43%
3 Months
  -14.52%
YTD
  -87.67%
1 Year
  -89.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.053 0.032
6M High / 6M Low: 0.390 0.031
High (YTD): 1/2/2024 0.430
Low (YTD): 5/30/2024 0.031
52W High: 10/16/2023 0.950
52W Low: 5/30/2024 0.031
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   0.382
Avg. volume 1Y:   0.000
Volatility 1M:   170.97%
Volatility 6M:   206.58%
Volatility 1Y:   162.72%
Volatility 3Y:   -