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JP Morgan Call 20 KSS 17.01.2025/  DE000JL2FXW6  /

EUWAX
08/10/2024  10:17:30 Chg.-0.030 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.150EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 20.00 - 17/01/2025 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: 17/01/2025
Issue date: 05/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.87
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.50
Parity: -0.27
Time value: 0.22
Break-even: 22.20
Moneyness: 0.87
Premium: 0.28
Premium p.a.: 1.45
Spread abs.: 0.06
Spread %: 37.50%
Delta: 0.47
Theta: -0.02
Omega: 3.70
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -34.78%
3 Months
  -63.41%
YTD
  -85.71%
1 Year
  -61.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.180
1M High / 1M Low: 0.270 0.150
6M High / 6M Low: 0.770 0.150
High (YTD): 26/01/2024 0.980
Low (YTD): 23/09/2024 0.150
52W High: 29/12/2023 1.050
52W Low: 23/09/2024 0.150
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   0.575
Avg. volume 1Y:   0.000
Volatility 1M:   228.68%
Volatility 6M:   176.89%
Volatility 1Y:   158.90%
Volatility 3Y:   -