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JP Morgan Put 260 CHTR 16.08.2024/  DE000JL4D3Y9  /

EUWAX
2024-06-14  8:39:21 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 260.00 - 2024-08-16 Put
 

Master data

WKN: JL4D3Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 2024-08-16
Issue date: 2023-05-31
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -23.46
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.02
Implied volatility: 0.26
Historic volatility: 0.32
Parity: 0.02
Time value: 0.09
Break-even: 249.00
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.48
Theta: -0.07
Omega: -11.36
Rho: -0.23
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -26.67%
3 Months
  -21.43%
YTD  
+77.42%
1 Year
  -35.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.150 0.085
6M High / 6M Low: 0.260 0.050
High (YTD): 2024-04-16 0.260
Low (YTD): 2024-02-01 0.050
52W High: 2024-04-16 0.260
52W Low: 2023-09-18 0.045
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   0.107
Avg. volume 1Y:   0.000
Volatility 1M:   179.68%
Volatility 6M:   185.51%
Volatility 1Y:   157.29%
Volatility 3Y:   -