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JP Morgan Call 360 CHTR 21.06.202.../  DE000JS1JNR4  /

EUWAX
2024-05-13  11:43:25 AM Chg.+0.004 Bid5:08:36 PM Ask5:08:36 PM Underlying Strike price Expiration date Option type
0.008EUR +100.00% 0.009
Bid Size: 125,000		 0.019
Ask Size: 125,000		 Charter Communicatio... 360.00 - 2024-06-21 Call
 

Master data

WKN: JS1JNR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 91.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.32
Parity: -1.04
Time value: 0.03
Break-even: 362.80
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 25.28
Spread abs.: 0.02
Spread %: 250.00%
Delta: 0.10
Theta: -0.15
Omega: 9.48
Rho: 0.03
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -55.56%
3 Months
  -88.89%
YTD
  -98.55%
1 Year
  -98.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.004
1M High / 1M Low: 0.017 0.004
6M High / 6M Low: 0.810 0.004
High (YTD): 2024-01-03 0.540
Low (YTD): 2024-05-10 0.004
52W High: 2023-09-18 1.190
52W Low: 2024-05-10 0.004
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.262
Avg. volume 6M:   0.000
Avg. price 1Y:   0.532
Avg. volume 1Y:   0.000
Volatility 1M:   404.08%
Volatility 6M:   255.74%
Volatility 1Y:   198.72%
Volatility 3Y:   -