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JP Morgan Put 220 CHTR 21.06.2024/  DE000JS1JNE2  /

EUWAX
2024-05-23  11:21:17 AM Chg.+0.001 Bid6:11:11 PM Ask6:11:11 PM Underlying Strike price Expiration date Option type
0.007EUR +16.67% 0.008
Bid Size: 150,000		 0.018
Ask Size: 150,000		 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: -92.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.32
Parity: -0.30
Time value: 0.03
Break-even: 217.30
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 3.78
Spread abs.: 0.02
Spread %: 285.71%
Delta: -0.15
Theta: -0.13
Omega: -13.57
Rho: -0.03
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -84.78%
3 Months
  -73.08%
YTD
  -56.25%
1 Year
  -93.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.006
1M High / 1M Low: 0.046 0.006
6M High / 6M Low: 0.065 0.006
High (YTD): 2024-04-16 0.065
Low (YTD): 2024-05-22 0.006
52W High: 2023-05-25 0.120
52W Low: 2024-05-22 0.006
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   0.035
Avg. volume 1Y:   0.000
Volatility 1M:   264.16%
Volatility 6M:   281.24%
Volatility 1Y:   219.26%
Volatility 3Y:   -