OverviewChartNewsTraderScreen

JP Morgan Call 460 CHTR 16.08.202.../  DE000JL4LBF1  /

EUWAX
2024-06-25  8:38:24 AM Chg.-0.001 Bid4:03:29 PM Ask4:03:29 PM Underlying Strike price Expiration date Option type
0.003EUR -25.00% 0.003
Bid Size: 75,000		 0.013
Ask Size: 75,000		 Charter Communicatio... 460.00 - 2024-08-16 Call
 

Master data

WKN: JL4LBF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-08-16
Issue date: 2023-05-31
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 61.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.32
Parity: -1.94
Time value: 0.04
Break-even: 464.30
Moneyness: 0.58
Premium: 0.74
Premium p.a.: 48.44
Spread abs.: 0.04
Spread %: 1,333.33%
Delta: 0.10
Theta: -0.18
Omega: 6.47
Rho: 0.03
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month     0.00%
3 Months
  -80.00%
YTD
  -98.64%
1 Year
  -98.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.003
1M High / 1M Low: 0.004 0.002
6M High / 6M Low: 0.220 0.002
High (YTD): 2024-01-02 0.210
Low (YTD): 2024-06-14 0.002
52W High: 2023-10-16 0.650
52W Low: 2024-06-14 0.002
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.040
Avg. volume 6M:   0.000
Avg. price 1Y:   0.227
Avg. volume 1Y:   0.000
Volatility 1M:   491.34%
Volatility 6M:   349.77%
Volatility 1Y:   266.59%
Volatility 3Y:   -