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JP Morgan Put 300 CHTR 17.01.2025/  DE000JL0VJT2  /

EUWAX
2024-06-28  9:53:10 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.320EUR -3.03% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 300.00 - 2025-01-17 Put
 

Master data

WKN: JL0VJT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -8.08
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.25
Implied volatility: 0.27
Historic volatility: 0.31
Parity: 0.25
Time value: 0.09
Break-even: 266.00
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 6.25%
Delta: -0.59
Theta: -0.03
Omega: -4.78
Rho: -1.09
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -27.27%
3 Months
  -13.51%
YTD  
+88.24%
1 Year  
+3.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.440 0.320
6M High / 6M Low: 0.570 0.170
High (YTD): 2024-04-16 0.570
Low (YTD): 2024-02-02 0.170
52W High: 2024-04-16 0.570
52W Low: 2023-09-21 0.150
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.381
Avg. volume 1M:   0.000
Avg. price 6M:   0.378
Avg. volume 6M:   0.000
Avg. price 1Y:   0.286
Avg. volume 1Y:   0.000
Volatility 1M:   81.64%
Volatility 6M:   144.41%
Volatility 1Y:   125.83%
Volatility 3Y:   -