JP Morgan Call 580 CHTR 17.01.2025
/ DE000JL1F5C1
JP Morgan Call 580 CHTR 17.01.202.../ DE000JL1F5C1 /
2024-05-28 9:28:34 AM |
Chg.0.000 |
Bid3:50:03 PM |
Ask3:50:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
0.00% |
0.008 Bid Size: 75,000 |
0.018 Ask Size: 75,000 |
Charter Communicatio... |
580.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL1F5C |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
580.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-06 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.31 |
Parity: |
-3.30 |
Time value: |
0.08 |
Break-even: |
587.80 |
Moneyness: |
0.43 |
Premium: |
1.35 |
Premium p.a.: |
2.80 |
Spread abs.: |
0.07 |
Spread %: |
875.00% |
Delta: |
0.13 |
Theta: |
-0.07 |
Omega: |
4.29 |
Rho: |
0.16 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.008 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-52.94% |
YTD |
|
|
-94.29% |
1 Year |
|
|
-93.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.007 |
1M High / 1M Low: |
0.011 |
0.007 |
6M High / 6M Low: |
0.170 |
0.007 |
High (YTD): |
2024-01-02 |
0.130 |
Low (YTD): |
2024-05-24 |
0.007 |
52W High: |
2023-10-16 |
0.420 |
52W Low: |
2024-05-24 |
0.007 |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.009 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.051 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.154 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
249.10% |
Volatility 6M: |
|
233.77% |
Volatility 1Y: |
|
191.36% |
Volatility 3Y: |
|
- |