JP Morgan Call 27.5 KSS 21.06.2024
/ DE000JL9ZG80
JP Morgan Call 27.5 KSS 21.06.202.../ DE000JL9ZG80 /
| 2024-05-21 11:19:13 AM |
Chg.- |
Bid8:26:32 AM |
Ask8:26:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.120
Bid Size: 5,000 |
0.180
Ask Size: 5,000 |
Kohls Corporation |
27.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL9ZG8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.50 |
| Parity: |
-0.34 |
| Time value: |
0.18 |
| Break-even: |
29.30 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
9.04 |
| Spread abs.: |
0.05 |
| Spread %: |
38.46% |
| Delta: |
0.40 |
| Theta: |
-0.05 |
| Omega: |
5.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
-60.61% |
| YTD |
|
|
-72.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.110 |
| 1M High / 1M Low: |
0.180 |
0.064 |
| 6M High / 6M Low: |
0.490 |
0.044 |
| High (YTD): |
2024-01-02 |
0.440 |
| Low (YTD): |
2024-04-18 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
620.09% |
| Volatility 6M: |
|
334.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
