JP Morgan Put 300 CHTR 17.05.2024
/ DE000JK5HH46
JP Morgan Put 300 CHTR 17.05.2024/ DE000JK5HH46 /
| 2024-05-13 9:07:46 AM |
Chg.-0.100 |
Bid4:53:35 PM |
Ask4:53:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-30.30% |
0.190
Bid Size: 150,000 |
0.200
Ask Size: 150,000 |
Charter Communicatio... |
300.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK5HH4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.32 |
| Parity: |
0.23 |
| Time value: |
0.02 |
| Break-even: |
253.54 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
-0.81 |
| Theta: |
-0.79 |
| Omega: |
-8.26 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.30% |
| 1 Month |
|
|
-36.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.270 |
| 1M High / 1M Low: |
0.440 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
