OverviewChartNewsTraderScreen

JP Morgan Put 320 CHTR 17.01.2025/  DE000JL0VJU0  /

EUWAX
2024-08-02  9:39:40 AM Chg.+0.020 Bid12:40:43 PM Ask12:40:43 PM Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.140
Bid Size: 10,000		 0.160
Ask Size: 10,000		 Charter Communicatio... 320.00 - 2025-01-17 Put
 

Master data

WKN: JL0VJU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 320.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -23.30
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.35
Parity: -0.29
Time value: 0.15
Break-even: 305.00
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 15.38%
Delta: -0.28
Theta: -0.07
Omega: -6.50
Rho: -0.52
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.58%
1 Month
  -66.67%
3 Months
  -78.46%
YTD
  -36.36%
1 Year
  -36.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.120
1M High / 1M Low: 0.430 0.120
6M High / 6M Low: 0.710 0.120
High (YTD): 2024-04-16 0.710
Low (YTD): 2024-08-01 0.120
52W High: 2024-04-16 0.710
52W Low: 2024-08-01 0.120
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   0.494
Avg. volume 6M:   0.000
Avg. price 1Y:   0.360
Avg. volume 1Y:   0.000
Volatility 1M:   223.76%
Volatility 6M:   161.58%
Volatility 1Y:   133.74%
Volatility 3Y:   -