JP Morgan Call 320 CHTR 20.09.2024
/ DE000JK2ST26
JP Morgan Call 320 CHTR 20.09.202.../ DE000JK2ST26 /
| 25/06/2024 08:54:39 |
Chg.-0.020 |
Bid19:28:15 |
Ask19:28:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.120
Bid Size: 250,000 |
0.130
Ask Size: 250,000 |
Charter Communicatio... |
320.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK2ST2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
-0.32 |
| Time value: |
0.11 |
| Break-even: |
309.35 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.34 |
| Theta: |
-0.12 |
| Omega: |
8.15 |
| Rho: |
0.19 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+26.44% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.092 |
| 1M High / 1M Low: |
0.130 |
0.084 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
