JP Morgan Put 27.5 KSS 19.07.2024
/ DE000JB742F5
JP Morgan Put 27.5 KSS 19.07.2024/ DE000JB742F5 /
| 5/30/2024 12:16:51 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Kohls Corporation |
27.50 - |
7/19/2024 |
Put |
Master data
| WKN: |
JB742F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.50 - |
| Maturity: |
7/19/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
5/31/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.53 |
| Parity: |
0.58 |
| Time value: |
0.16 |
| Break-even: |
20.10 |
| Moneyness: |
1.27 |
| Premium: |
0.07 |
| Premium p.a.: |
2.39 |
| Spread abs.: |
0.07 |
| Spread %: |
10.45% |
| Delta: |
-0.65 |
| Theta: |
-0.07 |
| Omega: |
-1.91 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-24.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.280 |
0.250 |
| 6M High / 6M Low: |
0.610 |
0.250 |
| High (YTD): |
4/18/2024 |
0.610 |
| Low (YTD): |
5/30/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.395 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.79% |
| Volatility 6M: |
|
145.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
