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JP Morgan Put 220 CHTR 17.01.2025/  DE000JL0VJP0  /

EUWAX
8/2/2024  9:39:40 AM Chg.+0.004 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.021EUR +23.53% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 220.00 - 1/17/2025 Put
 

Master data

WKN: JL0VJP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -56.07
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.35
Parity: -1.22
Time value: 0.06
Break-even: 213.90
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 1.00
Spread abs.: 0.04
Spread %: 190.48%
Delta: -0.08
Theta: -0.06
Omega: -4.76
Rho: -0.16
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.38%
1 Month
  -64.41%
3 Months
  -85.00%
YTD
  -64.41%
1 Year
  -70.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.017
1M High / 1M Low: 0.070 0.017
6M High / 6M Low: 0.190 0.017
High (YTD): 4/16/2024 0.190
Low (YTD): 8/1/2024 0.017
52W High: 4/16/2024 0.190
52W Low: 8/1/2024 0.017
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   302.50%
Volatility 6M:   157.16%
Volatility 1Y:   164.34%
Volatility 3Y:   -