JP Morgan Call 280 CHTR 07.06.2024
/ DE000JK81478
JP Morgan Call 280 CHTR 07.06.202.../ DE000JK81478 /
| 2024-05-27 12:06:04 PM |
Chg.+0.003 |
Bid4:49:23 PM |
Ask4:49:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
+5.17% |
0.063
Bid Size: 15,000 |
0.078
Ask Size: 15,000 |
Charter Communicatio... |
280.00 USD |
2024-06-07 |
Call |
Master data
| WKN: |
JK8147 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-06 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.31 |
| Parity: |
-0.08 |
| Time value: |
0.07 |
| Break-even: |
265.35 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
5.96 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
0.41 |
| Theta: |
-0.47 |
| Omega: |
14.16 |
| Rho: |
0.03 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.058 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.058 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
