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JP Morgan Call 23 KraneShs CSI Ch.../  DE000JK0S2R4  /

EUWAX
20/05/2024  11:29:49 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.850EUR - -
Bid Size: -		 -
Ask Size: -		 - 23.00 - 21/06/2024 Call
 

Master data

WKN: JK0S2R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 23.00 -
Maturity: 21/06/2024
Issue date: 22/01/2024
Last trading day: 20/05/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.45
Implied volatility: 2.35
Historic volatility: 0.32
Parity: 0.45
Time value: 0.40
Break-even: 31.50
Moneyness: 1.20
Premium: 0.15
Premium p.a.: 6.88
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.73
Theta: -0.12
Omega: 2.35
Rho: 0.01
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.850
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+49.12%
3 Months  
+123.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.850 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.699
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -