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JP Morgan Call 27.5 KSS 16.08.202.../  DE000JL3SWM0  /

EUWAX
2024-06-04  8:21:23 AM Chg.+0.027 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.074EUR +57.45% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 27.50 - 2024-08-16 Call
 

Master data

WKN: JL3SWM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Call
Strike price: 27.50 -
Maturity: 2024-08-16
Issue date: 2023-05-23
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.58
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.52
Parity: -0.56
Time value: 0.15
Break-even: 29.00
Moneyness: 0.80
Premium: 0.33
Premium p.a.: 3.10
Spread abs.: 0.07
Spread %: 97.37%
Delta: 0.34
Theta: -0.02
Omega: 4.93
Rho: 0.01
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -64.76%
1 Month
  -56.47%
3 Months
  -80.53%
YTD
  -86.30%
1 Year
  -63.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.030
1M High / 1M Low: 0.260 0.030
6M High / 6M Low: 0.540 0.030
High (YTD): 2024-01-02 0.500
Low (YTD): 2024-05-31 0.030
52W High: 2023-08-04 0.650
52W Low: 2024-05-31 0.030
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   0.315
Avg. volume 1Y:   0.000
Volatility 1M:   492.91%
Volatility 6M:   288.38%
Volatility 1Y:   245.54%
Volatility 3Y:   -