JP Morgan Put 26 KSS 07.06.2024
/ DE000JK9SZF5
JP Morgan Put 26 KSS 07.06.2024/ DE000JK9SZF5 /
| 2024-05-29 9:23:59 AM |
Chg.-0.030 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-20.00% |
0.120
Bid Size: 5,000 |
0.180
Ask Size: 5,000 |
Kohls Corporation |
26.00 USD |
2024-06-07 |
Put |
Master data
| WKN: |
JK9SZF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2024-06-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.49 |
| Parity: |
-0.11 |
| Time value: |
0.18 |
| Break-even: |
22.16 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
79.57 |
| Spread abs.: |
0.06 |
| Spread %: |
50.00% |
| Delta: |
-0.38 |
| Theta: |
-0.12 |
| Omega: |
-5.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.84% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.150 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
