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JP Morgan Call 380 CHTR 16.08.202.../  DE000JL4LBB0  /

EUWAX
2024-06-20  8:40:35 AM Chg.+0.002 Bid2:31:30 PM Ask2:31:30 PM Underlying Strike price Expiration date Option type
0.013EUR +18.18% 0.012
Bid Size: 7,500		 0.027
Ask Size: 7,500		 Charter Communicatio... 380.00 - 2024-08-16 Call
 

Master data

WKN: JL4LBB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2024-08-16
Issue date: 2023-05-31
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 63.01
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.32
Parity: -1.22
Time value: 0.04
Break-even: 384.10
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 11.68
Spread abs.: 0.03
Spread %: 272.73%
Delta: 0.12
Theta: -0.14
Omega: 7.80
Rho: 0.04
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -27.78%
3 Months
  -83.75%
YTD
  -97.50%
1 Year
  -96.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.010
1M High / 1M Low: 0.021 0.010
6M High / 6M Low: 0.530 0.010
High (YTD): 2024-01-02 0.520
Low (YTD): 2024-06-14 0.010
52W High: 2023-10-16 1.130
52W Low: 2024-06-14 0.010
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   308.93%
Volatility 6M:   262.89%
Volatility 1Y:   202.40%
Volatility 3Y:   -