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JP Morgan Put 20 KSS 17.01.2025/  DE000JS8PTJ0  /

EUWAX
2024-06-10  8:23:45 AM Chg.-0.010 Bid10:00:48 PM Ask10:00:48 PM Underlying Strike price Expiration date Option type
0.230EUR -4.17% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 20.00 - 2025-01-17 Put
 

Master data

WKN: JS8PTJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2025-01-17
Issue date: 2023-02-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.92
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.53
Parity: -0.12
Time value: 0.43
Break-even: 15.70
Moneyness: 0.94
Premium: 0.26
Premium p.a.: 0.46
Spread abs.: 0.20
Spread %: 86.96%
Delta: -0.33
Theta: -0.01
Omega: -1.62
Rho: -0.07
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month     0.00%
3 Months  
+4.55%
YTD  
+4.55%
1 Year
  -54.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.300 0.150
6M High / 6M Low: 0.320 0.150
High (YTD): 2024-01-18 0.320
Low (YTD): 2024-05-30 0.150
52W High: 2023-10-06 0.590
52W Low: 2024-05-30 0.150
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   384.40%
Volatility 6M:   179.45%
Volatility 1Y:   143.33%
Volatility 3Y:   -