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JP Morgan Put 240 CHTR 16.08.2024/  DE000JL4D3W3  /

EUWAX
7/3/2024  1:44:04 PM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.023EUR - -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 240.00 - 8/16/2024 Put
 

Master data

WKN: JL4D3W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 8/16/2024
Issue date: 5/31/2023
Last trading day: 7/4/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -89.81
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.31
Parity: -0.38
Time value: 0.03
Break-even: 236.90
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 2.45
Spread abs.: 0.01
Spread %: 47.62%
Delta: -0.14
Theta: -0.11
Omega: -12.31
Rho: -0.05
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.026
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month
  -56.60%
3 Months
  -82.31%
YTD
  -50.00%
1 Year
  -76.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.023
1M High / 1M Low: 0.059 0.023
6M High / 6M Low: 0.170 0.023
High (YTD): 4/19/2024 0.170
Low (YTD): 7/3/2024 0.023
52W High: 4/19/2024 0.170
52W Low: 7/3/2024 0.023
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   0.069
Avg. volume 1Y:   0.000
Volatility 1M:   181.40%
Volatility 6M:   199.84%
Volatility 1Y:   168.18%
Volatility 3Y:   -