JP Morgan Put 25 KSS 16.08.2024
/ DE000JL7RT79
JP Morgan Put 25 KSS 16.08.2024/ DE000JL7RT79 /
| 2024-06-20 10:16:54 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Kohls Corporation |
25.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
JL7RT7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kohls Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.53 |
| Parity: |
0.36 |
| Time value: |
0.06 |
| Break-even: |
20.80 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
16.67% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-3.67 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+76.19% |
| 3 Months |
|
|
+68.18% |
| YTD |
|
|
+37.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.340 |
| 1M High / 1M Low: |
0.400 |
0.170 |
| 6M High / 6M Low: |
0.440 |
0.170 |
| High (YTD): |
2024-04-18 |
0.440 |
| Low (YTD): |
2024-05-30 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
520.60% |
| Volatility 6M: |
|
237.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
