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JP Morgan Call 22.5 KSS 16.08.202.../  DE000JL3SWL2  /

EUWAX
2024-06-04  8:21:23 AM Chg.+0.070 Bid5:02:05 PM Ask5:02:05 PM Underlying Strike price Expiration date Option type
0.240EUR +41.18% 0.210
Bid Size: 50,000		 0.240
Ask Size: 50,000		 Kohls Corporation 22.50 - 2024-08-16 Call
 

Master data

WKN: JL3SWL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Call
Strike price: 22.50 -
Maturity: 2024-08-16
Issue date: 2023-05-23
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.05
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.52
Parity: -0.06
Time value: 0.31
Break-even: 25.60
Moneyness: 0.97
Premium: 0.17
Premium p.a.: 1.20
Spread abs.: 0.06
Spread %: 24.00%
Delta: 0.55
Theta: -0.02
Omega: 3.90
Rho: 0.02
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.83%
1 Month
  -35.14%
3 Months
  -62.50%
YTD
  -70.37%
1 Year
  -22.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.140
1M High / 1M Low: 0.510 0.140
6M High / 6M Low: 0.810 0.140
High (YTD): 2024-01-02 0.760
Low (YTD): 2024-05-31 0.140
52W High: 2023-08-04 0.900
52W Low: 2024-05-31 0.140
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.523
Avg. volume 6M:   0.000
Avg. price 1Y:   0.516
Avg. volume 1Y:   0.000
Volatility 1M:   347.13%
Volatility 6M:   212.94%
Volatility 1Y:   190.78%
Volatility 3Y:   -