JP Morgan Call 320 CHTR 20.12.202.../  DE000JK85PJ5  /

EUWAX
2024-06-17  12:39:47 PM Chg.0.000 Bid1:44:43 PM Ask1:44:43 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.170
Bid Size: 15,000
0.180
Ask Size: 15,000
Charter Communicatio... 320.00 USD 2024-12-20 Call
 

Master data

WKN: JK85PJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-19
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.54
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.32
Parity: -0.41
Time value: 0.18
Break-even: 316.74
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 11.76%
Delta: 0.39
Theta: -0.09
Omega: 5.63
Rho: 0.42
 

Quote data

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

Performance

1 Week
  -5.56%
1 Month
  -19.05%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.170
1M High / 1M Low: 0.230 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -