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JP Morgan Call 380 CHTR 21.06.202.../  DE000JS1JNS2  /

EUWAX
2024-05-10  11:21:25 AM Chg.-0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 380.00 - 2024-06-21 Call
 

Master data

WKN: JS1JNS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 75.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.32
Parity: -1.24
Time value: 0.03
Break-even: 383.40
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 35.68
Spread abs.: 0.03
Spread %: 750.00%
Delta: 0.11
Theta: -0.17
Omega: 8.18
Rho: 0.03
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -81.82%
3 Months
  -95.12%
YTD
  -99.55%
1 Year
  -99.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.011 0.002
6M High / 6M Low: 0.670 0.002
High (YTD): 2024-01-03 0.420
Low (YTD): 2024-05-10 0.002
52W High: 2023-09-18 1.050
52W Low: 2024-05-10 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   439.024
Avg. price 1Y:   0.444
Avg. volume 1Y:   212.598
Volatility 1M:   405.05%
Volatility 6M:   274.18%
Volatility 1Y:   214.64%
Volatility 3Y:   -