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JP Morgan Put 240 CHTR 21.06.2024/  DE000JS1JNF9  /

EUWAX
2024-06-06  11:34:10 AM Chg.- Bid8:05:08 AM Ask8:05:08 AM Underlying Strike price Expiration date Option type
0.006EUR - 0.005
Bid Size: 7,500		 0.025
Ask Size: 7,500		 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: -102.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -0.16
Time value: 0.03
Break-even: 237.50
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 5.44
Spread abs.: 0.02
Spread %: 400.00%
Delta: -0.20
Theta: -0.21
Omega: -20.40
Rho: -0.02
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -82.86%
3 Months
  -93.02%
YTD
  -75.00%
1 Year
  -94.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.043 0.004
6M High / 6M Low: 0.120 0.004
High (YTD): 2024-04-16 0.120
Low (YTD): 2024-06-03 0.004
52W High: 2024-04-16 0.120
52W Low: 2024-06-03 0.004
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.046
Avg. volume 6M:   0.000
Avg. price 1Y:   0.048
Avg. volume 1Y:   0.000
Volatility 1M:   380.27%
Volatility 6M:   311.05%
Volatility 1Y:   239.42%
Volatility 3Y:   -