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JP Morgan Put 240 CHTR 16.08.2024/  DE000JL4D3W3  /

EUWAX
2024-06-20  8:40:28 AM Chg.-0.005 Bid6:06:10 PM Ask6:06:10 PM Underlying Strike price Expiration date Option type
0.043EUR -10.42% 0.042
Bid Size: 250,000		 0.052
Ask Size: 250,000		 Charter Communicatio... 240.00 - 2024-08-16 Put
 

Master data

WKN: JL4D3W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 2024-08-16
Issue date: 2023-05-31
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -37.99
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -0.18
Time value: 0.07
Break-even: 233.20
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.81
Spread abs.: 0.02
Spread %: 41.67%
Delta: -0.27
Theta: -0.10
Omega: -10.27
Rho: -0.12
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.048
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.69%
1 Month
  -44.87%
3 Months
  -48.19%
YTD
  -6.52%
1 Year
  -71.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.040
1M High / 1M Low: 0.082 0.040
6M High / 6M Low: 0.170 0.034
High (YTD): 2024-04-19 0.170
Low (YTD): 2024-02-01 0.034
52W High: 2024-04-19 0.170
52W Low: 2023-09-18 0.033
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.084
Avg. volume 6M:   0.000
Avg. price 1Y:   0.073
Avg. volume 1Y:   0.000
Volatility 1M:   181.11%
Volatility 6M:   193.12%
Volatility 1Y:   164.38%
Volatility 3Y:   -