OverviewChartNewsTraderScreen

JP Morgan Call 30 KSS 17.01.2025/  DE000JS8PTK8  /

EUWAX
2024-07-05  10:57:35 AM Chg.+0.005 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.087EUR +6.10% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 30.00 - 2025-01-17 Call
 

Master data

WKN: JS8PTK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-02-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.85
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.53
Parity: -0.94
Time value: 0.30
Break-even: 33.00
Moneyness: 0.69
Premium: 0.60
Premium p.a.: 1.42
Spread abs.: 0.20
Spread %: 203.03%
Delta: 0.42
Theta: -0.01
Omega: 2.89
Rho: 0.03
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.082
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.50%
1 Month
  -20.91%
3 Months
  -70.00%
YTD
  -84.46%
1 Year
  -77.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.082
1M High / 1M Low: 0.170 0.082
6M High / 6M Low: 0.480 0.082
High (YTD): 2024-01-02 0.530
Low (YTD): 2024-07-04 0.082
52W High: 2023-08-04 0.640
52W Low: 2024-07-04 0.082
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   235.42%
Volatility 6M:   224.73%
Volatility 1Y:   208.09%
Volatility 3Y:   -