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JP Morgan Call 560 CHTR 17.01.202.../  DE000JL1F5B3  /

EUWAX
2024-06-07  10:12:28 AM Chg.0.000 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.010
Bid Size: 5,000		 0.050
Ask Size: 5,000		 Charter Communicatio... 560.00 - 2025-01-17 Call
 

Master data

WKN: JL1F5B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 560.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 51.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.31
Parity: -3.04
Time value: 0.05
Break-even: 565.00
Moneyness: 0.46
Premium: 1.20
Premium p.a.: 2.62
Spread abs.: 0.04
Spread %: 400.00%
Delta: 0.10
Theta: -0.05
Omega: 5.15
Rho: 0.13
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.09%
3 Months
  -33.33%
YTD
  -93.75%
1 Year
  -92.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.010
1M High / 1M Low: 0.014 0.008
6M High / 6M Low: 0.160 0.008
High (YTD): 2024-01-02 0.150
Low (YTD): 2024-05-30 0.008
52W High: 2023-10-16 0.470
52W Low: 2024-05-30 0.008
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.174
Avg. volume 1Y:   0.000
Volatility 1M:   248.43%
Volatility 6M:   228.88%
Volatility 1Y:   192.26%
Volatility 3Y:   -