JP Morgan Call 460 CHTR 21.03.2025
/ DE000JT4BZV0
JP Morgan Call 460 CHTR 21.03.202.../ DE000JT4BZV0 /
| 11/09/2024 10:59:35 |
Chg.-0.003 |
Bid21:55:18 |
Ask21:55:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
-5.88% |
0.053
Bid Size: 10,000 |
0.073
Ask Size: 10,000 |
Charter Communicatio... |
460.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JT4BZV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
18/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.34 |
| Parity: |
-1.24 |
| Time value: |
0.07 |
| Break-even: |
424.58 |
| Moneyness: |
0.70 |
| Premium: |
0.45 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.03 |
| Spread %: |
61.22% |
| Delta: |
0.17 |
| Theta: |
-0.06 |
| Omega: |
7.02 |
| Rho: |
0.23 |
Quote data
| Open: |
0.048 |
| High: |
0.048 |
| Low: |
0.048 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.46% |
| 1 Month |
|
|
-71.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.051 |
| 1M High / 1M Low: |
0.160 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
