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JP Morgan Put 280 CHTR 17.01.2025/  DE000JL0VJS4  /

EUWAX
7/10/2024  10:00:11 AM Chg.-0.010 Bid7/10/2024 Ask7/10/2024 Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 15,000		 0.240
Ask Size: 15,000		 Charter Communicatio... 280.00 - 1/17/2025 Put
 

Master data

WKN: JL0VJS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 280.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -11.32
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.08
Implied volatility: 0.29
Historic volatility: 0.31
Parity: 0.08
Time value: 0.16
Break-even: 256.00
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 9.09%
Delta: -0.48
Theta: -0.04
Omega: -5.43
Rho: -0.81
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -26.67%
3 Months
  -42.11%
YTD  
+57.14%
1 Year
  -4.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.300 0.200
6M High / 6M Low: 0.450 0.130
High (YTD): 4/16/2024 0.450
Low (YTD): 2/2/2024 0.130
52W High: 4/16/2024 0.450
52W Low: 11/15/2023 0.120
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.223
Avg. volume 1Y:   0.000
Volatility 1M:   89.84%
Volatility 6M:   150.25%
Volatility 1Y:   128.56%
Volatility 3Y:   -