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JP Morgan Call 24 KraneShs CSI Ch.../  DE000JK0S2T0  /

EUWAX
2024-05-20  11:29:51 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.760EUR - -
Bid Size: -		 -
Ask Size: -		 - 24.00 - 2024-06-21 Call
 

Master data

WKN: JK0S2T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-06-21
Issue date: 2024-01-22
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.62
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.35
Implied volatility: 2.12
Historic volatility: 0.32
Parity: 0.35
Time value: 0.41
Break-even: 31.60
Moneyness: 1.15
Premium: 0.15
Premium p.a.: 6.45
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.70
Theta: -0.11
Omega: 2.54
Rho: 0.01
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.760
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+55.10%
3 Months  
+137.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.760 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.610
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -