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JP Morgan Put 17.5 KSS 17.01.2025/  DE000JS8PTE1  /

EUWAX
9/16/2024  8:21:56 AM Chg.- Bid8:36:20 AM Ask8:36:20 AM Underlying Strike price Expiration date Option type
0.130EUR - 0.150
Bid Size: 5,000		 0.220
Ask Size: 5,000		 Kohls Corporation 17.50 - 1/17/2025 Put
 

Master data

WKN: JS8PTE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 17.50 -
Maturity: 1/17/2025
Issue date: 2/28/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.38
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.05
Implied volatility: 0.54
Historic volatility: 0.50
Parity: 0.05
Time value: 0.18
Break-even: 15.20
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.35
Spread abs.: 0.07
Spread %: 43.75%
Delta: -0.46
Theta: -0.01
Omega: -3.41
Rho: -0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -31.58%
3 Months
  -7.14%
YTD
  -18.75%
1 Year
  -51.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: 0.210 0.087
High (YTD): 1/18/2024 0.230
Low (YTD): 6/25/2024 0.087
52W High: 10/6/2023 0.450
52W Low: 6/25/2024 0.087
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.196
Avg. volume 1Y:   0.000
Volatility 1M:   136.21%
Volatility 6M:   196.19%
Volatility 1Y:   162.46%
Volatility 3Y:   -