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JP Morgan Put 17.5 KSS 16.08.2024/  DE000JL3SWK4  /

EUWAX
2024-06-03  8:19:28 AM Chg.-0.022 Bid6:50:50 PM Ask6:50:50 PM Underlying Strike price Expiration date Option type
0.038EUR -36.67% 0.027
Bid Size: 30,000		 0.067
Ask Size: 30,000		 Kohls Corporation 17.50 - 2024-08-16 Put
 

Master data

WKN: JL3SWK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 17.50 -
Maturity: 2024-08-16
Issue date: 2023-05-23
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.19
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.53
Parity: -0.31
Time value: 0.12
Break-even: 16.30
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 1.56
Spread abs.: 0.08
Spread %: 200.00%
Delta: -0.25
Theta: -0.01
Omega: -4.24
Rho: -0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+65.22%
1 Month
  -22.45%
3 Months
  -42.42%
YTD
  -55.29%
1 Year
  -91.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.018
1M High / 1M Low: 0.060 0.018
6M High / 6M Low: 0.170 0.018
High (YTD): 2024-01-19 0.130
Low (YTD): 2024-05-30 0.018
52W High: 2023-06-05 0.380
52W Low: 2024-05-30 0.018
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   0.155
Avg. volume 1Y:   0.000
Volatility 1M:   851.81%
Volatility 6M:   375.91%
Volatility 1Y:   281.29%
Volatility 3Y:   -