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JP Morgan Put 22.5 KSS 17.01.2025/  DE000JS8PTF8  /

EUWAX
2024-06-04  8:23:20 AM Chg.-0.060 Bid4:05:31 PM Ask4:05:31 PM Underlying Strike price Expiration date Option type
0.310EUR -16.22% 0.320
Bid Size: 50,000		 0.410
Ask Size: 50,000		 Kohls Corporation 22.50 - 2025-01-17 Put
 

Master data

WKN: JS8PTF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 22.50 -
Maturity: 2025-01-17
Issue date: 2023-02-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.29
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.06
Implied volatility: 0.74
Historic volatility: 0.52
Parity: 0.06
Time value: 0.45
Break-even: 17.40
Moneyness: 1.03
Premium: 0.20
Premium p.a.: 0.35
Spread abs.: 0.20
Spread %: 64.52%
Delta: -0.39
Theta: -0.01
Omega: -1.67
Rho: -0.08
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.00%
1 Month     0.00%
3 Months     0.00%
YTD  
+3.33%
1 Year
  -59.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.230
1M High / 1M Low: 0.430 0.230
6M High / 6M Low: 0.470 0.230
High (YTD): 2024-05-31 0.430
Low (YTD): 2024-05-30 0.230
52W High: 2023-10-06 0.750
52W Low: 2024-05-30 0.230
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   0.429
Avg. volume 1Y:   0.000
Volatility 1M:   328.49%
Volatility 6M:   160.84%
Volatility 1Y:   129.96%
Volatility 3Y:   -