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JP Morgan Put 320 CHTR 17.01.2025/  DE000JL0VJU0  /

EUWAX
15/08/2024  09:57:52 Chg.+0.010 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.170EUR +6.25% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 320.00 - 17/01/2025 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: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -16.79
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.01
Implied volatility: 0.25
Historic volatility: 0.35
Parity: 0.01
Time value: 0.18
Break-even: 301.00
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 11.76%
Delta: -0.44
Theta: -0.05
Omega: -7.35
Rho: -0.67
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -48.48%
3 Months
  -67.92%
YTD
  -22.73%
1 Year
  -22.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.350 0.120
6M High / 6M Low: 0.710 0.120
High (YTD): 16/04/2024 0.710
Low (YTD): 01/08/2024 0.120
52W High: 16/04/2024 0.710
52W Low: 01/08/2024 0.120
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.473
Avg. volume 6M:   0.000
Avg. price 1Y:   0.357
Avg. volume 1Y:   0.000
Volatility 1M:   273.28%
Volatility 6M:   132.97%
Volatility 1Y:   141.02%
Volatility 3Y:   -