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JP Morgan Put 20 KSS 17.01.2025/  DE000JS8PTJ0  /

EUWAX
09/08/2024  08:20:03 Chg.- Bid08:02:37 Ask08:02:37 Underlying Strike price Expiration date Option type
0.290EUR - 0.290
Bid Size: 10,000		 0.380
Ask Size: 10,000		 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: -4.87
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.15
Implied volatility: 0.63
Historic volatility: 0.52
Parity: 0.15
Time value: 0.23
Break-even: 16.20
Moneyness: 1.08
Premium: 0.12
Premium p.a.: 0.31
Spread abs.: 0.09
Spread %: 31.03%
Delta: -0.48
Theta: -0.01
Omega: -2.31
Rho: -0.06
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month  
+52.63%
3 Months  
+26.09%
YTD  
+31.82%
1 Year
  -6.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.290
1M High / 1M Low: 0.320 0.190
6M High / 6M Low: 0.320 0.150
High (YTD): 08/08/2024 0.320
Low (YTD): 25/06/2024 0.150
52W High: 06/10/2023 0.590
52W Low: 25/06/2024 0.150
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   159.27%
Volatility 6M:   189.34%
Volatility 1Y:   153.96%
Volatility 3Y:   -