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JP Morgan Call 22.5 KSS 17.01.202.../  DE000JS9A7R7  /

EUWAX
2024-10-08  10:39:27 AM Chg.-0.015 Bid9:57:55 PM Ask9:57:55 PM Underlying Strike price Expiration date Option type
0.085EUR -15.00% 0.090
Bid Size: 5,000		 0.160
Ask Size: 5,000		 Kohls Corporation 22.50 - 2025-01-17 Call
 

Master data

WKN: JS9A7R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Call
Strike price: 22.50 -
Maturity: 2025-01-17
Issue date: 2023-03-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.83
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.50
Parity: -0.52
Time value: 0.16
Break-even: 24.10
Moneyness: 0.77
Premium: 0.39
Premium p.a.: 2.30
Spread abs.: 0.07
Spread %: 81.82%
Delta: 0.37
Theta: -0.02
Omega: 4.02
Rho: 0.01
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.88%
1 Month
  -39.29%
3 Months
  -70.69%
YTD
  -90.56%
1 Year
  -72.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 0.160 0.080
6M High / 6M Low: 0.630 0.080
High (YTD): 2024-01-26 0.830
Low (YTD): 2024-09-20 0.080
52W High: 2023-12-28 0.910
52W Low: 2024-09-20 0.080
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.292
Avg. volume 6M:   0.000
Avg. price 1Y:   0.460
Avg. volume 1Y:   0.000
Volatility 1M:   253.89%
Volatility 6M:   200.29%
Volatility 1Y:   174.67%
Volatility 3Y:   -