JP Morgan Call 22.5 KSS 21.06.2024
/ DE000JB2FZV5
JP Morgan Call 22.5 KSS 21.06.202.../ DE000JB2FZV5 /
| 2024-05-21 9:51:03 AM |
Chg.- |
Bid8:56:17 AM |
Ask8:56:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
- |
0.370
Bid Size: 5,000 |
0.440
Ask Size: 5,000 |
Kohls Corporation |
22.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB2FZV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.50 |
| Parity: |
0.16 |
| Time value: |
0.30 |
| Break-even: |
27.10 |
| Moneyness: |
1.07 |
| Premium: |
0.13 |
| Premium p.a.: |
3.00 |
| Spread abs.: |
0.07 |
| Spread %: |
17.95% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
3.39 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
-35.00% |
| YTD |
|
|
-49.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.330 |
| 1M High / 1M Low: |
0.450 |
0.240 |
| 6M High / 6M Low: |
0.770 |
0.170 |
| High (YTD): |
2024-01-26 |
0.690 |
| Low (YTD): |
2024-04-18 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.479 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.26% |
| Volatility 6M: |
|
206.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
