JP Morgan Put 22.5 KSS 18.10.2024
/ DE000JK2H8T8
JP Morgan Put 22.5 KSS 18.10.2024/ DE000JK2H8T8 /
| 8/8/2024 10:32:31 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Kohls Corporation |
22.50 - |
10/18/2024 |
Put |
Master data
| WKN: |
JK2H8T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.50 - |
| Maturity: |
10/18/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
8/8/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.50 |
| Parity: |
0.41 |
| Time value: |
0.02 |
| Break-even: |
18.20 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
13.16% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-3.57 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.56% |
| 3 Months |
|
|
+35.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.390 |
0.350 |
| 6M High / 6M Low: |
0.390 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.34% |
| Volatility 6M: |
|
233.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
