JP Morgan Put 240 CHTR 21.06.2024
/ DE000JS1JNF9
JP Morgan Put 240 CHTR 21.06.2024/ DE000JS1JNF9 /
2024-05-27 11:17:52 AM |
Chg.-0.004 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
-22.22% |
- Bid Size: - |
- Ask Size: - |
Charter Communicatio... |
240.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS1JNF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-28 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-83.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.31 |
Parity: |
-0.10 |
Time value: |
0.03 |
Break-even: |
237.00 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.02 |
Spread %: |
100.00% |
Delta: |
-0.26 |
Theta: |
-0.11 |
Omega: |
-21.70 |
Rho: |
-0.05 |
Quote data
Open: |
0.014 |
High: |
0.014 |
Low: |
0.014 |
Previous Close: |
0.018 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.00% |
1 Month |
|
|
-84.62% |
3 Months |
|
|
-74.55% |
YTD |
|
|
-41.67% |
1 Year |
|
|
-90.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.016 |
1M High / 1M Low: |
0.080 |
0.016 |
6M High / 6M Low: |
0.120 |
0.016 |
High (YTD): |
2024-04-16 |
0.120 |
Low (YTD): |
2024-05-22 |
0.016 |
52W High: |
2023-05-31 |
0.150 |
52W Low: |
2024-05-22 |
0.016 |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.047 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.052 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
243.28% |
Volatility 6M: |
|
289.42% |
Volatility 1Y: |
|
223.19% |
Volatility 3Y: |
|
- |