JP Morgan Call 300 CHTR 21.06.2024
/ DE000JS26NG3
JP Morgan Call 300 CHTR 21.06.202.../ DE000JS26NG3 /
2024-05-13 10:00:30 AM |
Chg.+0.024 |
Bid12:00:38 PM |
Ask12:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
+64.86% |
0.061 Bid Size: 15,000 |
0.071 Ask Size: 15,000 |
Charter Communicatio... |
300.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JS26NG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-12-21 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.32 |
Parity: |
-0.44 |
Time value: |
0.07 |
Break-even: |
307.10 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
4.52 |
Spread abs.: |
0.01 |
Spread %: |
16.39% |
Delta: |
0.25 |
Theta: |
-0.22 |
Omega: |
9.11 |
Rho: |
0.06 |
Quote data
Open: |
0.061 |
High: |
0.061 |
Low: |
0.061 |
Previous Close: |
0.037 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+60.53% |
1 Month |
|
|
-37.11% |
3 Months |
|
|
-76.54% |
YTD |
|
|
-93.78% |
1 Year |
|
|
-92.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.054 |
0.037 |
1M High / 1M Low: |
0.090 |
0.033 |
6M High / 6M Low: |
1.250 |
0.033 |
High (YTD): |
2024-01-02 |
0.980 |
Low (YTD): |
2024-04-29 |
0.033 |
52W High: |
2023-10-16 |
1.670 |
52W Low: |
2024-04-29 |
0.033 |
Avg. price 1W: |
|
0.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.513 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.852 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
339.95% |
Volatility 6M: |
|
214.52% |
Volatility 1Y: |
|
162.21% |
Volatility 3Y: |
|
- |