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JP Morgan Put 20 KSS 17.01.2025/  DE000JS8PTJ0  /

EUWAX
7/12/2024  8:19:51 AM Chg.-0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.190EUR -13.64% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 20.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/28/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.14
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.52
Parity: -0.09
Time value: 0.34
Break-even: 16.60
Moneyness: 0.96
Premium: 0.20
Premium p.a.: 0.44
Spread abs.: 0.15
Spread %: 78.95%
Delta: -0.35
Theta: -0.01
Omega: -2.18
Rho: -0.06
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -13.64%
3 Months
  -24.00%
YTD
  -13.64%
1 Year
  -48.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: 0.320 0.150
High (YTD): 1/18/2024 0.320
Low (YTD): 6/25/2024 0.150
52W High: 10/6/2023 0.590
52W Low: 6/25/2024 0.150
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.227
Avg. volume 6M:   0.000
Avg. price 1Y:   0.297
Avg. volume 1Y:   0.000
Volatility 1M:   154.25%
Volatility 6M:   183.88%
Volatility 1Y:   148.40%
Volatility 3Y:   -