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JP Morgan Put 22.5 KSS 16.08.2024/  DE000JL5AVJ1  /

EUWAX
27/06/2024  12:51:22 Chg.- Bid08:00:09 Ask08:00:09 Underlying Strike price Expiration date Option type
0.110EUR - 0.110
Bid Size: 10,000		 0.160
Ask Size: 10,000		 Kohls Corporation 22.50 - 16/08/2024 Put
 

Master data

WKN: JL5AVJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 22.50 -
Maturity: 16/08/2024
Issue date: 09/06/2023
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.54
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.07
Implied volatility: 0.36
Historic volatility: 0.53
Parity: 0.07
Time value: 0.08
Break-even: 21.00
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.30
Spread abs.: 0.06
Spread %: 74.42%
Delta: -0.55
Theta: -0.01
Omega: -8.01
Rho: -0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.068
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month     0.00%
3 Months     0.00%
YTD
  -42.11%
1 Year
  -78.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.068
1M High / 1M Low: 0.240 0.068
6M High / 6M Low: 0.300 0.068
High (YTD): 18/01/2024 0.300
Low (YTD): 25/06/2024 0.068
52W High: 13/10/2023 0.680
52W Low: 25/06/2024 0.068
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.298
Avg. volume 1Y:   0.000
Volatility 1M:   645.64%
Volatility 6M:   298.07%
Volatility 1Y:   226.28%
Volatility 3Y:   -