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JP Morgan Put 20 KSS 17.01.2025/  DE000JS8PTJ0  /

EUWAX
14/08/2024  08:21:38 Chg.-0.020 Bid16:16:08 Ask16:16:08 Underlying Strike price Expiration date Option type
0.310EUR -6.06% 0.310
Bid Size: 75,000		 0.350
Ask Size: 75,000		 Kohls Corporation 20.00 - 17/01/2025 Put
 

Master data

WKN: JS8PTJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 17/01/2025
Issue date: 28/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.44
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.22
Implied volatility: 0.61
Historic volatility: 0.52
Parity: 0.22
Time value: 0.18
Break-even: 16.00
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.25
Spread abs.: 0.09
Spread %: 29.03%
Delta: -0.53
Theta: -0.01
Omega: -2.33
Rho: -0.06
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month  
+63.16%
3 Months  
+63.16%
YTD  
+40.91%
1 Year
  -3.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.330 0.190
6M High / 6M Low: 0.330 0.150
High (YTD): 13/08/2024 0.330
Low (YTD): 25/06/2024 0.150
52W High: 06/10/2023 0.590
52W Low: 25/06/2024 0.150
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   0.227
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   159.97%
Volatility 6M:   189.05%
Volatility 1Y:   153.93%
Volatility 3Y:   -