JP Morgan Call 27.5 KSS 17.01.2025
/ DE000JS9GHZ8
JP Morgan Call 27.5 KSS 17.01.202.../ DE000JS9GHZ8 /
| 2024-06-03 9:28:27 AM |
Chg.+0.040 |
Bid5:24:53 PM |
Ask5:24:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+33.33% |
0.230
Bid Size: 50,000 |
0.330
Ask Size: 50,000 |
Kohls Corporation |
27.50 - |
2025-01-17 |
Call |
Master data
| WKN: |
JS9GHZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-03-02 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.53 |
| Parity: |
-0.69 |
| Time value: |
0.36 |
| Break-even: |
31.10 |
| Moneyness: |
0.75 |
| Premium: |
0.51 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.20 |
| Spread %: |
125.00% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
2.74 |
| Rho: |
0.04 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.29% |
| 1 Month |
|
|
-44.83% |
| 3 Months |
|
|
-69.81% |
| YTD |
|
|
-75.76% |
| 1 Year |
|
|
-44.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.092 |
| 1M High / 1M Low: |
0.400 |
0.092 |
| 6M High / 6M Low: |
0.670 |
0.092 |
| High (YTD): |
2024-01-26 |
0.600 |
| Low (YTD): |
2024-05-30 |
0.092 |
| 52W High: |
2023-08-04 |
0.700 |
| 52W Low: |
2024-05-30 |
0.092 |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.416 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
356.35% |
| Volatility 6M: |
|
201.70% |
| Volatility 1Y: |
|
181.79% |
| Volatility 3Y: |
|
- |
