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JP Morgan Put 320 CHTR 17.01.2025/  DE000JL0VJU0  /

EUWAX
2024-06-28  9:53:10 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.420EUR -4.55% -
Bid Size: -		 -
Ask Size: -		 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: -6.64
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.41
Implied volatility: 0.23
Historic volatility: 0.31
Parity: 0.41
Time value: 0.01
Break-even: 278.00
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 5.00%
Delta: -0.72
Theta: -0.02
Omega: -4.81
Rho: -1.35
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -26.32%
3 Months
  -12.50%
YTD  
+90.91%
1 Year  
+13.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.420
1M High / 1M Low: 0.570 0.420
6M High / 6M Low: 0.710 0.210
High (YTD): 2024-04-16 0.710
Low (YTD): 2024-01-02 0.210
52W High: 2024-04-16 0.710
52W Low: 2023-08-29 0.180
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   0.358
Avg. volume 1Y:   0.000
Volatility 1M:   82.18%
Volatility 6M:   136.13%
Volatility 1Y:   117.25%
Volatility 3Y:   -