JP Morgan Put 25 KSS 17.01.2025
/ DE000JS8PTG6
JP Morgan Put 25 KSS 17.01.2025/ DE000JS8PTG6 /
| 2024-06-20 8:23:07 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Kohls Corporation |
25.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JS8PTG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.53 |
| Parity: |
0.44 |
| Time value: |
0.22 |
| Break-even: |
18.40 |
| Moneyness: |
1.22 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
29.41% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-1.70 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.08% |
| 3 Months |
|
|
+24.39% |
| YTD |
|
|
+27.50% |
| 1 Year |
|
|
-19.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.510 |
0.470 |
| 6M High / 6M Low: |
0.570 |
0.320 |
| High (YTD): |
2024-04-18 |
0.570 |
| Low (YTD): |
2024-03-28 |
0.320 |
| 52W High: |
2023-10-06 |
0.920 |
| 52W Low: |
2024-03-28 |
0.320 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.445 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.529 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
42.53% |
| Volatility 6M: |
|
135.65% |
| Volatility 1Y: |
|
116.24% |
| Volatility 3Y: |
|
- |
