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JP Morgan Call 25 KSS 17.01.2025/  DE000JS9A7Q9  /

EUWAX
14/08/2024  10:34:07 Chg.+0.010 Bid18:03:16 Ask18:03:16 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.100
Bid Size: 75,000		 0.160
Ask Size: 75,000		 Kohls Corporation 25.00 - 17/01/2025 Call
 

Master data

WKN: JS9A7Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 17/01/2025
Issue date: 15/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.88
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.52
Parity: -0.72
Time value: 0.20
Break-even: 27.00
Moneyness: 0.71
Premium: 0.52
Premium p.a.: 1.66
Spread abs.: 0.10
Spread %: 100.00%
Delta: 0.38
Theta: -0.01
Omega: 3.39
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -52.17%
3 Months
  -75.56%
YTD
  -85.90%
1 Year
  -84.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: 0.680 0.100
High (YTD): 26/01/2024 0.700
Low (YTD): 13/08/2024 0.100
52W High: 29/12/2023 0.780
52W Low: 13/08/2024 0.100
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.352
Avg. volume 6M:   0.000
Avg. price 1Y:   0.428
Avg. volume 1Y:   0.000
Volatility 1M:   180.88%
Volatility 6M:   192.37%
Volatility 1Y:   177.68%
Volatility 3Y:   -