JP Morgan Put 380 CHTR 20.12.2024
/ DE000JT6CQ32
JP Morgan Put 380 CHTR 20.12.2024/ DE000JT6CQ32 /
| 10/11/2024 9:28:59 AM |
Chg.+0.030 |
Bid1:36:38 PM |
Ask1:36:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+6.12% |
0.520
Bid Size: 10,000 |
0.530
Ask Size: 10,000 |
Charter Communicatio... |
380.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JT6CQ3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.35 |
| Parity: |
0.47 |
| Time value: |
0.02 |
| Break-even: |
299.08 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.82 |
| Theta: |
-0.05 |
| Omega: |
-5.10 |
| Rho: |
-0.57 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.490 |
| 1M High / 1M Low: |
0.590 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
