JP Morgan Put 27.5 KSS 17.01.2025
/ DE000JS8PTH4
JP Morgan Put 27.5 KSS 17.01.2025/ DE000JS8PTH4 /
| 20/06/2024 08:23:07 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Kohls Corporation |
27.50 - |
17/01/2025 |
Put |
Master data
| WKN: |
JS8PTH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.50 - |
| Maturity: |
17/01/2025 |
| Issue date: |
28/02/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.52 |
| Parity: |
0.66 |
| Time value: |
0.22 |
| Break-even: |
18.70 |
| Moneyness: |
1.32 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.20 |
| Spread %: |
29.41% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-1.37 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
+7.81% |
| YTD |
|
|
+38.00% |
| 1 Year |
|
|
-2.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.690 |
0.630 |
| 6M High / 6M Low: |
0.740 |
0.430 |
| High (YTD): |
17/04/2024 |
0.740 |
| Low (YTD): |
28/03/2024 |
0.430 |
| 52W High: |
06/10/2023 |
1.100 |
| 52W Low: |
28/03/2024 |
0.430 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.579 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.664 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
46.88% |
| Volatility 6M: |
|
127.14% |
| Volatility 1Y: |
|
108.56% |
| Volatility 3Y: |
|
- |
