JP Morgan Call 22.5 KSS 18.10.2024
/ DE000JK52C28
JP Morgan Call 22.5 KSS 18.10.202.../ DE000JK52C28 /
| 2024-08-14 8:45:16 AM |
Chg.+0.007 |
Bid7:07:00 PM |
Ask7:07:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
+9.09% |
0.076
Bid Size: 75,000 |
0.110
Ask Size: 75,000 |
Kohls Corporation |
22.50 - |
2024-10-18 |
Call |
Master data
| WKN: |
JK52C2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 - |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.52 |
| Parity: |
-0.47 |
| Time value: |
0.13 |
| Break-even: |
23.80 |
| Moneyness: |
0.79 |
| Premium: |
0.34 |
| Premium p.a.: |
4.17 |
| Spread abs.: |
0.05 |
| Spread %: |
58.54% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
4.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-83.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.077 |
| 1M High / 1M Low: |
0.240 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
