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JP Morgan Put 130 PGR 17.01.2025/  DE000JL0EAW1  /

EUWAX
2024-06-17  4:18:23 PM Chg.-0.020 Bid4:22:48 PM Ask4:22:48 PM Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.160
Bid Size: 20,000		 0.210
Ask Size: 20,000		 Progressive Corporat... 130.00 - 2025-01-17 Put
 

Master data

WKN: JL0EAW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -51.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.24
Parity: -6.05
Time value: 0.37
Break-even: 126.30
Moneyness: 0.68
Premium: 0.34
Premium p.a.: 0.64
Spread abs.: 0.20
Spread %: 117.65%
Delta: -0.10
Theta: -0.03
Omega: -5.01
Rho: -0.13
 

Quote data

Open: 0.170
High: 0.170
Low: 0.150
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -11.76%
3 Months
  -40.00%
YTD
  -79.17%
1 Year
  -88.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.180 0.140
6M High / 6M Low: 0.760 0.140
High (YTD): 2024-01-05 0.700
Low (YTD): 2024-06-03 0.140
52W High: 2023-07-14 2.170
52W Low: 2024-06-03 0.140
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.756
Avg. volume 1Y:   0.000
Volatility 1M:   126.76%
Volatility 6M:   88.05%
Volatility 1Y:   109.80%
Volatility 3Y:   -