JP Morgan Call 20 KSS 21.06.2024
/ DE000JB29UT1
JP Morgan Call 20 KSS 21.06.2024/ DE000JB29UT1 /
| 2024-05-21 9:02:32 AM |
Chg.+0.040 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+7.41% |
-
Bid Size: - |
-
Ask Size: - |
Kohls Corporation |
20.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB29UT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
1.71 |
| Historic volatility: |
0.50 |
| Parity: |
0.41 |
| Time value: |
0.26 |
| Break-even: |
26.70 |
| Moneyness: |
1.20 |
| Premium: |
0.11 |
| Premium p.a.: |
2.36 |
| Spread abs.: |
0.08 |
| Spread %: |
13.56% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
2.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.77% |
| 1 Month |
|
|
+48.72% |
| 3 Months |
|
|
-24.68% |
| YTD |
|
|
-38.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.510 |
| 1M High / 1M Low: |
0.650 |
0.390 |
| 6M High / 6M Low: |
0.950 |
0.290 |
| High (YTD): |
2024-01-26 |
0.880 |
| Low (YTD): |
2024-04-18 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.29% |
| Volatility 6M: |
|
166.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
