JP Morgan Put 20 KSS 20.09.2024
/ DE000JT0K867
JP Morgan Put 20 KSS 20.09.2024/ DE000JT0K867 /
8/30/2024 9:09:24 AM |
Chg.-0.010 |
Bid9:55:12 PM |
Ask9:55:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-7.69% |
0.140 Bid Size: 5,000 |
0.180 Ask Size: 5,000 |
Kohls Corporation |
20.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JT0K86 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Kohls Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
6/4/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.92 |
Historic volatility: |
0.50 |
Parity: |
0.06 |
Time value: |
0.12 |
Break-even: |
16.30 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
2.50 |
Spread abs.: |
0.04 |
Spread %: |
28.57% |
Delta: |
-0.51 |
Theta: |
-0.04 |
Omega: |
-4.98 |
Rho: |
-0.01 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.86% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.120 |
1M High / 1M Low: |
0.230 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.174 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
312.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |