JP Morgan Call 260 CHTR 24.05.2024
/ DE000JK73ET4
JP Morgan Call 260 CHTR 24.05.202.../ DE000JK73ET4 /
| 2024-05-23 10:15:56 AM |
Chg.-0.020 |
Bid5:57:32 PM |
Ask5:57:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-13.33% |
0.082
Bid Size: 125,000 |
0.110
Ask Size: 125,000 |
Charter Communicatio... |
260.00 USD |
2024-05-24 |
Call |
Master data
| WKN: |
JK73ET |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-05-24 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-05-23 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.32 |
| Parity: |
0.10 |
| Time value: |
0.04 |
| Break-even: |
254.18 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.71 |
| Theta: |
-3.42 |
| Omega: |
12.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
