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JP Morgan Put 17.5 KSS 17.01.2025/  DE000JS8PTE1  /

EUWAX
2024-06-04  8:23:20 AM Chg.-0.030 Bid4:32:21 PM Ask4:32:21 PM Underlying Strike price Expiration date Option type
0.130EUR -18.75% 0.140
Bid Size: 50,000		 0.240
Ask Size: 50,000		 Kohls Corporation 17.50 - 2025-01-17 Put
 

Master data

WKN: JS8PTE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 17.50 -
Maturity: 2025-01-17
Issue date: 2023-02-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.83
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.52
Parity: -0.44
Time value: 0.32
Break-even: 14.30
Moneyness: 0.80
Premium: 0.35
Premium p.a.: 0.61
Spread abs.: 0.20
Spread %: 166.67%
Delta: -0.24
Theta: -0.01
Omega: -1.65
Rho: -0.05
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month
  -7.14%
3 Months
  -18.75%
YTD
  -18.75%
1 Year
  -73.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.091
1M High / 1M Low: 0.170 0.091
6M High / 6M Low: 0.260 0.091
High (YTD): 2024-01-18 0.230
Low (YTD): 2024-05-30 0.091
52W High: 2023-10-06 0.450
52W Low: 2024-05-30 0.091
Avg. price 1W:   0.123
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   0.000
Avg. price 1Y:   0.236
Avg. volume 1Y:   0.000
Volatility 1M:   334.18%
Volatility 6M:   175.02%
Volatility 1Y:   142.83%
Volatility 3Y:   -