JP Morgan Put 20 KSS 21.06.2024
/ DE000JL8QG90
JP Morgan Put 20 KSS 21.06.2024/ DE000JL8QG90 /
2024-06-07 10:13:18 AM |
Chg.-0.003 |
Bid4:50:16 PM |
Ask4:50:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-18.75% |
0.009 Bid Size: 25,000 |
0.049 Ask Size: 25,000 |
Kohls Corporation |
20.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JL8QG9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Kohls Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-03 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.52 |
Parity: |
-0.06 |
Time value: |
0.08 |
Break-even: |
19.16 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
4.96 |
Spread abs.: |
0.07 |
Spread %: |
500.00% |
Delta: |
-0.38 |
Theta: |
-0.04 |
Omega: |
-9.40 |
Rho: |
0.00 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.016 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-71.11% |
1 Month |
|
|
-76.79% |
3 Months |
|
|
-86.32% |
YTD |
|
|
-86.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.045 |
0.011 |
1M High / 1M Low: |
0.064 |
0.011 |
6M High / 6M Low: |
0.210 |
0.011 |
High (YTD): |
2024-01-18 |
0.150 |
Low (YTD): |
2024-06-04 |
0.011 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.023 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,132.71% |
Volatility 6M: |
|
497.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |