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JP Morgan Call 20 KSS 16.08.2024/  DE000JL3SWJ6  /

EUWAX
08/07/2024  08:17:27 Chg.+0.040 Bid19:56:42 Ask19:56:42 Underlying Strike price Expiration date Option type
0.270EUR +17.39% 0.270
Bid Size: 50,000		 0.300
Ask Size: 50,000		 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: 6.24
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.06
Implied volatility: 1.12
Historic volatility: 0.53
Parity: 0.06
Time value: 0.27
Break-even: 23.30
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 2.18
Spread abs.: 0.06
Spread %: 22.22%
Delta: 0.61
Theta: -0.04
Omega: 3.79
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -6.90%
3 Months
  -55.00%
YTD
  -72.16%
1 Year
  -60.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.210
1M High / 1M Low: 0.460 0.210
6M High / 6M Low: 0.890 0.210
High (YTD): 02/01/2024 0.920
Low (YTD): 03/07/2024 0.210
52W High: 04/08/2023 1.040
52W Low: 03/07/2024 0.210
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.582
Avg. volume 6M:   0.000
Avg. price 1Y:   0.620
Avg. volume 1Y:   0.000
Volatility 1M:   239.20%
Volatility 6M:   195.02%
Volatility 1Y:   179.41%
Volatility 3Y:   -