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JP Morgan Put 140 PGR 17.01.2025/  DE000JB3CBZ2  /

EUWAX
2024-06-24  9:36:45 AM Chg.0.000 Bid10:36:43 AM Ask10:36:43 AM Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.190
Bid Size: 1,000		 0.390
Ask Size: 1,000		 Progressive Corporat... 140.00 USD 2025-01-17 Put
 

Master data

WKN: JB3CBZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.19
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.24
Parity: -6.47
Time value: 0.39
Break-even: 127.09
Moneyness: 0.67
Premium: 0.35
Premium p.a.: 0.70
Spread abs.: 0.20
Spread %: 105.26%
Delta: -0.10
Theta: -0.03
Omega: -4.79
Rho: -0.13
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -17.39%
3 Months
  -40.63%
YTD
  -80.61%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.190
1M High / 1M Low: 0.230 0.170
6M High / 6M Low: 1.020 0.170
High (YTD): 2024-01-05 0.920
Low (YTD): 2024-06-03 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.82%
Volatility 6M:   90.31%
Volatility 1Y:   -
Volatility 3Y:   -