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JP Morgan Put 240 CHTR 17.01.2025/  DE000JL0VJQ8  /

EUWAX
20/06/2024  10:00:53 Chg.-0.010 Bid16:17:56 Ask16:17:56 Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 250,000		 0.140
Ask Size: 250,000		 Charter Communicatio... 240.00 - 17/01/2025 Put
 

Master data

WKN: JL0VJQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -16.15
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.32
Parity: -0.18
Time value: 0.16
Break-even: 224.00
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 14.29%
Delta: -0.31
Theta: -0.05
Omega: -5.05
Rho: -0.56
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -23.53%
3 Months
  -13.33%
YTD  
+64.56%
1 Year
  -35.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.180 0.130
6M High / 6M Low: 0.260 0.066
High (YTD): 16/04/2024 0.260
Low (YTD): 02/02/2024 0.066
52W High: 16/04/2024 0.260
52W Low: 02/02/2024 0.066
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.130
Avg. volume 1Y:   0.000
Volatility 1M:   114.69%
Volatility 6M:   173.19%
Volatility 1Y:   143.92%
Volatility 3Y:   -