JP Morgan Put 200 CHTR 21.03.2025
/ DE000JT00TQ2
JP Morgan Put 200 CHTR 21.03.2025/ DE000JT00TQ2 /
13/08/2024 08:15:28 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
- |
- Bid Size: - |
- Ask Size: - |
Charter Communicatio... |
200.00 - |
21/03/2025 |
Put |
Master data
WKN: |
JT00TQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
21/03/2025 |
Issue date: |
28/05/2024 |
Last trading day: |
13/08/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-48.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.34 |
Parity: |
-0.93 |
Time value: |
0.06 |
Break-even: |
193.90 |
Moneyness: |
0.68 |
Premium: |
0.34 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.03 |
Spread %: |
96.77% |
Delta: |
-0.10 |
Theta: |
-0.05 |
Omega: |
-4.86 |
Rho: |
-0.19 |
Quote data
Open: |
0.031 |
High: |
0.031 |
Low: |
0.031 |
Previous Close: |
0.025 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.71% |
3 Months |
|
|
-63.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.031 |
0.025 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.028 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |