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JP Morgan Put 22.5 KSS 17.01.2025/  DE000JS8PTF8  /

EUWAX
2024-07-05  10:57:35 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.350EUR -2.78% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 22.50 - 2025-01-17 Put
 

Master data

WKN: JS8PTF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 22.50 -
Maturity: 2025-01-17
Issue date: 2023-02-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.28
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.19
Implied volatility: 0.65
Historic volatility: 0.53
Parity: 0.19
Time value: 0.29
Break-even: 17.70
Moneyness: 1.09
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.15
Spread %: 45.45%
Delta: -0.46
Theta: -0.01
Omega: -1.99
Rho: -0.08
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month     0.00%
3 Months  
+16.67%
YTD  
+16.67%
1 Year
  -31.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.370 0.240
6M High / 6M Low: 0.430 0.230
High (YTD): 2024-05-31 0.430
Low (YTD): 2024-05-30 0.230
52W High: 2023-10-06 0.750
52W Low: 2024-05-30 0.230
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.329
Avg. volume 1M:   0.000
Avg. price 6M:   0.327
Avg. volume 6M:   0.000
Avg. price 1Y:   0.405
Avg. volume 1Y:   0.000
Volatility 1M:   128.66%
Volatility 6M:   164.26%
Volatility 1Y:   134.84%
Volatility 3Y:   -