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JP Morgan Put 20 KSS 16.08.2024/  DE000JL4LBQ8  /

EUWAX
2024-06-10  8:42:08 AM Chg.-0.003 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
0.084EUR -3.45% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 20.00 - 2024-08-16 Put
 

Master data

WKN: JL4LBQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-08-16
Issue date: 2023-05-31
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.12
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.53
Parity: -0.12
Time value: 0.14
Break-even: 18.60
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.87
Spread abs.: 0.06
Spread %: 70.73%
Delta: -0.35
Theta: -0.01
Omega: -5.30
Rho: -0.02
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.087
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.31%
1 Month
  -16.00%
3 Months
  -30.00%
YTD
  -35.38%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.097 0.071
1M High / 1M Low: 0.130 0.043
6M High / 6M Low: 0.210 0.043
High (YTD): 2024-01-18 0.210
Low (YTD): 2024-05-30 0.043
52W High: 2023-10-13 0.500
52W Low: 2024-05-30 0.043
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   0.000
Avg. price 1Y:   0.221
Avg. volume 1Y:   0.000
Volatility 1M:   766.79%
Volatility 6M:   332.84%
Volatility 1Y:   247.48%
Volatility 3Y:   -