OverviewChartNewsTraderScreen

JP Morgan Call 400 CHTR 16.08.202.../  DE000JL4LBC8  /

EUWAX
2024-06-24  8:37:27 AM Chg.+0.002 Bid9:34:24 PM Ask9:34:24 PM Underlying Strike price Expiration date Option type
0.011EUR +22.22% 0.011
Bid Size: 100,000		 0.021
Ask Size: 100,000		 Charter Communicatio... 400.00 - 2024-08-16 Call
 

Master data

WKN: JL4LBC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-08-16
Issue date: 2023-05-31
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 84.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.32
Parity: -1.28
Time value: 0.03
Break-even: 403.20
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 14.17
Spread abs.: 0.02
Spread %: 166.67%
Delta: 0.10
Theta: -0.13
Omega: 8.64
Rho: 0.04
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month  
+37.50%
3 Months
  -77.55%
YTD
  -97.44%
1 Year
  -96.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.007
1M High / 1M Low: 0.013 0.006
6M High / 6M Low: 0.430 0.006
High (YTD): 2024-01-02 0.430
Low (YTD): 2024-06-14 0.006
52W High: 2023-10-16 1.000
52W Low: 2024-06-14 0.006
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.386
Avg. volume 1Y:   0.000
Volatility 1M:   364.58%
Volatility 6M:   284.20%
Volatility 1Y:   217.36%
Volatility 3Y:   -