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JP Morgan Call 20 KSS 17.01.2025/  DE000JL2FXW6  /

EUWAX
7/29/2024  10:13:58 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.300EUR +3.45% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 20.00 - 1/17/2025 Call
 

Master data

WKN: JL2FXW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 1/17/2025
Issue date: 5/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.53
Parity: -0.11
Time value: 0.40
Break-even: 24.00
Moneyness: 0.94
Premium: 0.27
Premium p.a.: 0.66
Spread abs.: 0.10
Spread %: 33.33%
Delta: 0.59
Theta: -0.01
Omega: 2.77
Rho: 0.03
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -36.17%
3 Months
  -50.00%
YTD
  -71.43%
1 Year
  -68.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.470 0.270
6M High / 6M Low: 0.970 0.270
High (YTD): 1/26/2024 0.980
Low (YTD): 7/25/2024 0.270
52W High: 8/4/2023 1.060
52W Low: 7/25/2024 0.270
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.622
Avg. volume 6M:   0.000
Avg. price 1Y:   0.675
Avg. volume 1Y:   0.000
Volatility 1M:   135.36%
Volatility 6M:   153.34%
Volatility 1Y:   145.22%
Volatility 3Y:   -