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JP Morgan Put 20 KSS 17.01.2025/  DE000JS8PTJ0  /

EUWAX
2024-05-29  8:23:33 AM Chg.-0.010 Bid11:46:34 AM Ask11:46:34 AM Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 5,000		 0.450
Ask Size: 5,000		 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: -5.56
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.49
Parity: -0.50
Time value: 0.45
Break-even: 15.50
Moneyness: 0.80
Premium: 0.38
Premium p.a.: 0.66
Spread abs.: 0.30
Spread %: 200.00%
Delta: -0.24
Theta: -0.01
Omega: -1.33
Rho: -0.07
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -31.82%
3 Months
  -31.82%
YTD
  -31.82%
1 Year
  -74.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.380 0.160
High (YTD): 2024-01-18 0.320
Low (YTD): 2024-05-28 0.160
52W High: 2023-06-01 0.660
52W Low: 2024-05-28 0.160
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   0.332
Avg. volume 1Y:   0.000
Volatility 1M:   103.82%
Volatility 6M:   109.81%
Volatility 1Y:   101.81%
Volatility 3Y:   -