JP Morgan Put 20 KSS 19.07.2024
/ DE000JB54T77
JP Morgan Put 20 KSS 19.07.2024/ DE000JB54T77 /
| 2024-06-11 10:59:20 AM |
Chg.-0.007 |
Bid1:52:06 PM |
Ask1:52:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-15.56% |
0.040
Bid Size: 5,000 |
0.100
Ask Size: 5,000 |
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: |
-22.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.53 |
| Parity: |
-0.14 |
| Time value: |
0.10 |
| Break-even: |
19.03 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.06 |
| Spread %: |
162.16% |
| Delta: |
-0.32 |
| Theta: |
-0.02 |
| Omega: |
-7.13 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
-51.28% |
| 3 Months |
|
|
-65.45% |
| YTD |
|
|
-65.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.039 |
| 1M High / 1M Low: |
0.098 |
0.021 |
| 6M High / 6M Low: |
0.190 |
0.021 |
| High (YTD): |
2024-01-18 |
0.170 |
| Low (YTD): |
2024-05-30 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,375.96% |
| Volatility 6M: |
|
559.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
