JP Morgan Call 32.5 KSS 19.12.2025
/ DE000JK36UG4
JP Morgan Call 32.5 KSS 19.12.202.../ DE000JK36UG4 /
2024-05-28 10:38:47 AM |
Chg.- |
Bid8:35:09 AM |
Ask8:35:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
- |
0.450 Bid Size: 5,000 |
1.150 Ask Size: 5,000 |
Kohls Corporation |
32.50 - |
2025-12-19 |
Call |
Master data
WKN: |
JK36UG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Kohls Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.50 - |
Maturity: |
2025-12-19 |
Issue date: |
2024-03-04 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.11 |
Historic volatility: |
0.49 |
Parity: |
-0.75 |
Time value: |
1.16 |
Break-even: |
44.10 |
Moneyness: |
0.77 |
Premium: |
0.76 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.70 |
Spread %: |
152.17% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
1.53 |
Rho: |
0.10 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.76% |
1 Month |
|
|
+18.92% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.400 |
1M High / 1M Low: |
0.450 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.388 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |