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JP Morgan Call 20 KSS 16.08.2024/  DE000JL3SWJ6  /

EUWAX
2024-06-21  8:17:49 AM Chg.+0.060 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.290EUR +26.09% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 20.00 - 2024-08-16 Call
 

Master data

WKN: JL3SWJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-08-16
Issue date: 2023-05-23
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.48
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.14
Implied volatility: 0.97
Historic volatility: 0.53
Parity: 0.14
Time value: 0.25
Break-even: 23.90
Moneyness: 1.07
Premium: 0.12
Premium p.a.: 1.09
Spread abs.: 0.06
Spread %: 18.18%
Delta: 0.65
Theta: -0.03
Omega: 3.56
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.83%
1 Month
  -52.46%
3 Months
  -61.33%
YTD
  -70.10%
1 Year
  -46.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.680 0.230
6M High / 6M Low: 0.970 0.230
High (YTD): 2024-01-02 0.920
Low (YTD): 2024-06-20 0.230
52W High: 2023-08-04 1.040
52W Low: 2024-06-20 0.230
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.621
Avg. volume 6M:   0.000
Avg. price 1Y:   0.632
Avg. volume 1Y:   0.000
Volatility 1M:   303.30%
Volatility 6M:   183.10%
Volatility 1Y:   172.90%
Volatility 3Y:   -