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

EUWAX
5/24/2024  11:13:15 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 380.00 - 6/21/2024 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: 6/21/2024
Issue date: 10/28/2022
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 61.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.15
Historic volatility: 0.31
Parity: -1.30
Time value: 0.04
Break-even: 384.10
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 4,000.00%
Delta: 0.12
Theta: -0.29
Omega: 7.37
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -83.33%
3 Months
  -97.87%
YTD
  -99.77%
1 Year
  -99.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.006 0.001
6M High / 6M Low: 0.520 0.001
High (YTD): 1/3/2024 0.420
Low (YTD): 5/24/2024 0.001
52W High: 9/18/2023 1.050
52W Low: 5/24/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   439.024
Avg. price 1Y:   0.428
Avg. volume 1Y:   212.598
Volatility 1M:   602.13%
Volatility 6M:   333.68%
Volatility 1Y:   252.36%
Volatility 3Y:   -