JP Morgan Call 27.5 KSS 16.01.2026
/ DE000JK37A04
JP Morgan Call 27.5 KSS 16.01.202.../ DE000JK37A04 /
2024-06-04 11:53:16 AM |
Chg.+0.050 |
Bid7:53:52 PM |
Ask7:53:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+13.51% |
0.380 Bid Size: 50,000 |
0.680 Ask Size: 50,000 |
Kohls Corporation |
27.50 - |
2026-01-16 |
Call |
Master data
WKN: |
JK37A0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Kohls Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.50 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-03-01 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.19 |
Historic volatility: |
0.52 |
Parity: |
-0.56 |
Time value: |
1.12 |
Break-even: |
38.70 |
Moneyness: |
0.80 |
Premium: |
0.77 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.70 |
Spread %: |
166.67% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
1.45 |
Rho: |
0.08 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.59% |
1 Month |
|
|
-17.65% |
3 Months |
|
|
-43.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.330 |
1M High / 1M Low: |
0.630 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.523 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |