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JP Morgan Put 27.5 KSS 21.06.2024/  DE000JL8QGC7  /

EUWAX
2024-05-29  9:55:28 AM Chg.-0.030 Bid11:46:34 AM Ask11:46:34 AM Underlying Strike price Expiration date Option type
0.220EUR -12.00% 0.220
Bid Size: 5,000		 0.270
Ask Size: 5,000		 Kohls Corporation 27.50 - 2024-06-21 Put
 

Master data

WKN: JL8QGC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 27.50 -
Maturity: 2024-06-21
Issue date: 2023-08-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.62
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.25
Implied volatility: 0.36
Historic volatility: 0.49
Parity: 0.25
Time value: 0.01
Break-even: 24.90
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 23.81%
Delta: -0.84
Theta: -0.01
Omega: -8.05
Rho: -0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.14%
1 Month
  -45.00%
3 Months
  -31.25%
YTD
  -29.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.470 0.250
6M High / 6M Low: 0.640 0.210
High (YTD): 2024-04-18 0.590
Low (YTD): 2024-04-02 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   0.391
Avg. volume 6M:   16.129
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.93%
Volatility 6M:   161.94%
Volatility 1Y:   -
Volatility 3Y:   -