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JP Morgan Call 20 KSS 16.08.2024/  DE000JL3SWJ6  /

EUWAX
01/08/2024  08:16:30 Chg.+0.030 Bid15:42:57 Ask15:42:57 Underlying Strike price Expiration date Option type
0.190EUR +18.75% 0.210
Bid Size: 75,000		 0.240
Ask Size: 75,000		 Kohls Corporation 20.00 - 16/08/2024 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: 16/08/2024
Issue date: 23/05/2023
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.34
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 1.48
Historic volatility: 0.53
Parity: 0.00
Time value: 0.24
Break-even: 22.40
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 14.55
Spread abs.: 0.06
Spread %: 33.33%
Delta: 0.56
Theta: -0.08
Omega: 4.69
Rho: 0.00
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -42.42%
3 Months
  -62.75%
YTD
  -80.41%
1 Year
  -79.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.095
1M High / 1M Low: 0.330 0.095
6M High / 6M Low: 0.890 0.095
High (YTD): 02/01/2024 0.920
Low (YTD): 25/07/2024 0.095
52W High: 04/08/2023 1.040
52W Low: 25/07/2024 0.095
Avg. price 1W:   0.125
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   266.05%
Volatility 6M:   212.85%
Volatility 1Y:   190.30%
Volatility 3Y:   -