JP Morgan Put 240 CHTR 21.06.2024
/ DE000JS1JNF9
JP Morgan Put 240 CHTR 21.06.2024/ DE000JS1JNF9 /
2024-06-05 11:44:30 AM |
Chg.- |
Bid8:04:53 AM |
Ask8:04:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.005EUR |
- |
0.006 Bid Size: 7,500 |
0.026 Ask Size: 7,500 |
Charter Communicatio... |
240.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS1JNF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-28 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-99.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.31 |
Parity: |
-0.18 |
Time value: |
0.03 |
Break-even: |
237.40 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
4.71 |
Spread abs.: |
0.02 |
Spread %: |
333.33% |
Delta: |
-0.19 |
Theta: |
-0.19 |
Omega: |
-19.26 |
Rho: |
-0.02 |
Quote data
Open: |
0.005 |
High: |
0.005 |
Low: |
0.005 |
Previous Close: |
0.006 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-61.54% |
1 Month |
|
|
-88.89% |
3 Months |
|
|
-93.98% |
YTD |
|
|
-79.17% |
1 Year |
|
|
-96.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.004 |
1M High / 1M Low: |
0.045 |
0.004 |
6M High / 6M Low: |
0.120 |
0.004 |
High (YTD): |
2024-04-16 |
0.120 |
Low (YTD): |
2024-06-03 |
0.004 |
52W High: |
2023-06-06 |
0.140 |
52W Low: |
2024-06-03 |
0.004 |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.046 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.048 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
374.50% |
Volatility 6M: |
|
310.00% |
Volatility 1Y: |
|
239.50% |
Volatility 3Y: |
|
- |