JP Morgan Put 20 KSS 19.07.2024
/ DE000JB54T77
JP Morgan Put 20 KSS 19.07.2024/ DE000JB54T77 /
2024-06-04 10:54:33 AM |
Chg.-0.018 |
Bid6:28:54 PM |
Ask6:28:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
-31.58% |
0.054 Bid Size: 50,000 |
0.084 Ask Size: 50,000 |
Kohls Corporation |
20.00 - |
2024-07-19 |
Put |
Master data
WKN: |
JB54T7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Kohls Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
2024-07-19 |
Issue date: |
2023-11-20 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.52 |
Parity: |
-0.19 |
Time value: |
0.11 |
Break-even: |
18.90 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
1.81 |
Spread abs.: |
0.07 |
Spread %: |
197.30% |
Delta: |
-0.30 |
Theta: |
-0.02 |
Omega: |
-5.99 |
Rho: |
-0.01 |
Quote data
Open: |
0.039 |
High: |
0.039 |
Low: |
0.039 |
Previous Close: |
0.057 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.81% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-61.00% |
YTD |
|
|
-64.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.098 |
0.021 |
1M High / 1M Low: |
0.098 |
0.021 |
6M High / 6M Low: |
0.230 |
0.021 |
High (YTD): |
2024-01-18 |
0.170 |
Low (YTD): |
2024-05-30 |
0.021 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.055 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.108 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,345.07% |
Volatility 6M: |
|
549.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |