JP Morgan Put 15 KSS 17.01.2025
/ DE000JS8PTD3
JP Morgan Put 15 KSS 17.01.2025/ DE000JS8PTD3 /
18/10/2024 08:22:30 |
Chg.-0.003 |
Bid10:42:26 |
Ask10:42:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.045EUR |
-6.25% |
0.044 Bid Size: 5,000 |
0.120 Ask Size: 5,000 |
Kohls Corporation |
15.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JS8PTD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Kohls Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 - |
Maturity: |
17/01/2025 |
Issue date: |
28/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.83 |
Historic volatility: |
0.50 |
Parity: |
-0.35 |
Time value: |
0.13 |
Break-even: |
13.70 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
1.52 |
Spread abs.: |
0.09 |
Spread %: |
188.89% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-3.31 |
Rho: |
-0.01 |
Quote data
Open: |
0.045 |
High: |
0.045 |
Low: |
0.045 |
Previous Close: |
0.048 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.77% |
1 Month |
|
|
-41.56% |
3 Months |
|
|
-22.41% |
YTD |
|
|
-59.09% |
1 Year |
|
|
-82.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.065 |
0.048 |
1M High / 1M Low: |
0.077 |
0.043 |
6M High / 6M Low: |
0.120 |
0.043 |
High (YTD): |
19/01/2024 |
0.150 |
Low (YTD): |
01/10/2024 |
0.043 |
52W High: |
20/10/2023 |
0.270 |
52W Low: |
01/10/2024 |
0.043 |
Avg. price 1W: |
|
0.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.077 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.109 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
164.90% |
Volatility 6M: |
|
229.27% |
Volatility 1Y: |
|
189.16% |
Volatility 3Y: |
|
- |