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JP Morgan Call 540 CHTR 17.01.202.../  DE000JL1F5A5  /

EUWAX
7/3/2024  11:27:46 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.014EUR - -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 540.00 - 1/17/2025 Call
 

Master data

WKN: JL1F5A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 540.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 7/4/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 134.42
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.35
Parity: -1.91
Time value: 0.03
Break-even: 542.60
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 1.60
Spread abs.: 0.01
Spread %: 62.50%
Delta: 0.07
Theta: -0.04
Omega: 9.52
Rho: 0.10
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.016
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.50%
3 Months  
+27.27%
YTD
  -92.63%
1 Year
  -96.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.016 0.014
6M High / 6M Low: 0.160 0.009
High (YTD): 1/2/2024 0.180
Low (YTD): 6/19/2024 0.009
52W High: 10/16/2023 0.530
52W Low: 6/19/2024 0.009
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.021
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   242.42%
Volatility 1Y:   187.70%
Volatility 3Y:   -