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JP Morgan Put 30 KSS 17.01.2025/  DE000JS80BT8  /

EUWAX
2024-06-04  8:54:25 AM Chg.-0.090 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.760EUR -10.59% -
Bid Size: -		 -
Ask Size: -		 Kohls Corporation 30.00 - 2025-01-17 Put
 

Master data

WKN: JS80BT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Kohls Corporation
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-03-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.28
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.81
Implied volatility: 0.63
Historic volatility: 0.52
Parity: 0.81
Time value: 0.15
Break-even: 20.40
Moneyness: 1.37
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.20
Spread %: 26.32%
Delta: -0.63
Theta: -0.01
Omega: -1.44
Rho: -0.15
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.58%
1 Month  
+4.11%
3 Months  
+15.15%
YTD  
+22.58%
1 Year
  -38.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.590
1M High / 1M Low: 0.910 0.590
6M High / 6M Low: 0.920 0.540
High (YTD): 2024-05-31 0.910
Low (YTD): 2024-04-02 0.540
52W High: 2023-10-13 1.290
52W Low: 2024-04-02 0.540
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.706
Avg. volume 1M:   0.000
Avg. price 6M:   0.718
Avg. volume 6M:   0.000
Avg. price 1Y:   0.833
Avg. volume 1Y:   0.000
Volatility 1M:   199.32%
Volatility 6M:   111.05%
Volatility 1Y:   91.30%
Volatility 3Y:   -