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JP Morgan Put 17.5 KSS 17.01.2025/  DE000JS8PTE1  /

EUWAX
2024-06-03  8:22:37 AM Chg.-0.010 Bid6:54:05 PM Ask6:54:05 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.120
Bid Size: 50,000		 0.220
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: -5.73
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.53
Parity: -0.31
Time value: 0.36
Break-even: 13.90
Moneyness: 0.85
Premium: 0.33
Premium p.a.: 0.57
Spread abs.: 0.20
Spread %: 125.00%
Delta: -0.27
Theta: -0.01
Omega: -1.54
Rho: -0.06
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month  
+14.29%
3 Months  
+6.67%
YTD     0.00%
1 Year
  -67.35%
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:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
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:   333.41%
Volatility 6M:   175.49%
Volatility 1Y:   142.99%
Volatility 3Y:   -