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JP Morgan Put 240 CHTR 17.01.2025/  DE000JL0VJQ8  /

EUWAX
7/10/2024  10:00:11 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 240.00 - 1/17/2025 Put
 

Master data

WKN: JL0VJQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -22.65
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.31
Parity: -0.32
Time value: 0.12
Break-even: 228.00
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 20.00%
Delta: -0.25
Theta: -0.05
Omega: -5.62
Rho: -0.42
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.09%
1 Month
  -33.33%
3 Months
  -52.38%
YTD  
+26.58%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.091
1M High / 1M Low: 0.150 0.091
6M High / 6M Low: 0.260 0.066
High (YTD): 4/16/2024 0.260
Low (YTD): 2/2/2024 0.066
52W High: 4/16/2024 0.260
52W Low: 2/2/2024 0.066
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   0.127
Avg. volume 1Y:   0.000
Volatility 1M:   132.81%
Volatility 6M:   178.45%
Volatility 1Y:   146.42%
Volatility 3Y:   -