OverviewChartNewsTraderScreen

JP Morgan Put 240 CHTR 17.01.2025/  DE000JL0VJQ8  /

EUWAX
2024-06-25  9:53:48 AM Chg.+0.010 Bid7:37:39 PM Ask7:37:39 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.120
Bid Size: 250,000		 0.130
Ask Size: 250,000		 Charter Communicatio... 240.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -17.76
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -0.26
Time value: 0.15
Break-even: 225.00
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 15.38%
Delta: -0.28
Theta: -0.05
Omega: -4.96
Rho: -0.50
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -27.78%
3 Months
  -23.53%
YTD  
+64.56%
1 Year
  -38.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.180 0.120
6M High / 6M Low: 0.260 0.066
High (YTD): 2024-04-16 0.260
Low (YTD): 2024-02-02 0.066
52W High: 2024-04-16 0.260
52W Low: 2024-02-02 0.066
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   0.129
Avg. volume 1Y:   0.000
Volatility 1M:   121.22%
Volatility 6M:   174.66%
Volatility 1Y:   144.42%
Volatility 3Y:   -