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JP Morgan Call 20 KSS 16.08.2024/  DE000JL3SWJ6  /

EUWAX
2024-06-03  8:19:28 AM Chg.+0.050 Bid4:40:33 PM Ask4:40:33 PM Underlying Strike price Expiration date Option type
0.300EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 20.00 - 2024-08-16 Call
 

Master data

WKN: JL3SWJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-08-16
Issue date: 2023-05-23
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.06
Implied volatility: 0.88
Historic volatility: 0.53
Parity: 0.06
Time value: 0.30
Break-even: 23.60
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.94
Spread abs.: 0.06
Spread %: 20.00%
Delta: 0.62
Theta: -0.02
Omega: 3.53
Rho: 0.02
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.38%
1 Month
  -43.40%
3 Months
  -62.96%
YTD
  -69.07%
1 Year
  -21.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.250
1M High / 1M Low: 0.680 0.250
6M High / 6M Low: 0.970 0.250
High (YTD): 2024-01-02 0.920
Low (YTD): 2024-05-31 0.250
52W High: 2023-08-04 1.040
52W Low: 2024-05-31 0.250
Avg. price 1W:   0.574
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   0.650
Avg. volume 1Y:   0.000
Volatility 1M:   280.47%
Volatility 6M:   180.41%
Volatility 1Y:   166.19%
Volatility 3Y:   -