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JP Morgan Put 280 CHTR 16.08.2024/  DE000JL4D3Z6  /

EUWAX
2024-07-10  8:39:44 AM Chg.-0.010 Bid2024-07-10 Ask2024-07-10 Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.100
Bid Size: 15,000		 0.110
Ask Size: 15,000		 Charter Communicatio... 280.00 - 2024-08-16 Put
 

Master data

WKN: JL4D3Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 280.00 -
Maturity: 2024-08-16
Issue date: 2023-05-31
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -24.71
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.08
Implied volatility: 0.19
Historic volatility: 0.31
Parity: 0.08
Time value: 0.03
Break-even: 269.00
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.65
Theta: -0.07
Omega: -16.11
Rho: -0.19
 

Quote data

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

Performance

1 Week  
+7.53%
1 Month
  -47.37%
3 Months
  -65.52%
YTD  
+23.46%
1 Year
  -37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.082
1M High / 1M Low: 0.190 0.082
6M High / 6M Low: 0.370 0.071
High (YTD): 2024-04-16 0.370
Low (YTD): 2024-02-01 0.071
52W High: 2024-04-16 0.370
52W Low: 2023-09-18 0.060
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   0.147
Avg. volume 1Y:   0.000
Volatility 1M:   195.42%
Volatility 6M:   183.10%
Volatility 1Y:   156.33%
Volatility 3Y:   -