OverviewChartNewsTraderScreen

JP Morgan Put 20 KSS 16.08.2024/  DE000JL4LBQ8  /

EUWAX
2024-06-04  8:41:12 AM Chg.-0.027 Bid6:11:55 PM Ask6:11:55 PM Underlying Strike price Expiration date Option type
0.071EUR -27.55% 0.096
Bid Size: 50,000		 0.130
Ask Size: 50,000		 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: -15.62
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.52
Parity: -0.19
Time value: 0.14
Break-even: 18.60
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 1.01
Spread abs.: 0.07
Spread %: 100.00%
Delta: -0.31
Theta: -0.01
Omega: -4.87
Rho: -0.02
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.098
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.54%
1 Month
  -25.26%
3 Months
  -40.83%
YTD
  -45.38%
1 Year
  -86.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.043
1M High / 1M Low: 0.130 0.043
6M High / 6M Low: 0.270 0.043
High (YTD): 2024-01-18 0.210
Low (YTD): 2024-05-30 0.043
52W High: 2023-06-05 0.510
52W Low: 2024-05-30 0.043
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   0.228
Avg. volume 1Y:   0.000
Volatility 1M:   747.60%
Volatility 6M:   328.45%
Volatility 1Y:   243.63%
Volatility 3Y:   -