JP Morgan Put 145 PGR 17.01.2025
/ DE000JB4T076
JP Morgan Put 145 PGR 17.01.2025/ DE000JB4T076 /
| 2024-06-20 10:45:05 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
145.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JB4T07 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-53.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-5.13 |
| Time value: |
0.37 |
| Break-even: |
141.30 |
| Moneyness: |
0.74 |
| Premium: |
0.28 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.15 |
| Spread %: |
68.18% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-5.94 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
-37.84% |
| YTD |
|
|
-79.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.220 |
| 1M High / 1M Low: |
0.280 |
0.200 |
| 6M High / 6M Low: |
1.170 |
0.200 |
| High (YTD): |
2024-01-05 |
1.050 |
| Low (YTD): |
2024-06-03 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.469 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.05% |
| Volatility 6M: |
|
91.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
