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JP Morgan Put 220 CHTR 21.06.2024/  DE000JS1JNE2  /

EUWAX
2024-06-05  11:44:30 AM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.002EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Charter Communicatio... 220.00 - 2024-06-21 Put
 

Master data

WKN: JS1JNE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -80.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.31
Parity: -0.38
Time value: 0.03
Break-even: 216.80
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 28.11
Spread abs.: 0.03
Spread %: 1,500.00%
Delta: -0.14
Theta: -0.29
Omega: -11.33
Rho: -0.02
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -90.00%
3 Months
  -95.56%
YTD
  -87.50%
1 Year
  -98.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.018 0.002
6M High / 6M Low: 0.065 0.002
High (YTD): 2024-04-16 0.065
Low (YTD): 2024-06-04 0.002
52W High: 2023-06-06 0.100
52W Low: 2024-06-04 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.031
Avg. volume 1Y:   0.000
Volatility 1M:   289.97%
Volatility 6M:   289.62%
Volatility 1Y:   224.46%
Volatility 3Y:   -