JP Morgan Put 155 PGR 16.08.2024
/ DE000JB7JFB0
JP Morgan Put 155 PGR 16.08.2024/ DE000JB7JFB0 /
| 6/17/2024 12:09:25 PM |
Chg.-0.007 |
Bid4:27:45 PM |
Ask4:27:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-8.75% |
0.056
Bid Size: 15,000 |
0.096
Ask Size: 15,000 |
Progressive Corporat... |
155.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB7JFB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-92.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
-4.57 |
| Time value: |
0.21 |
| Break-even: |
142.77 |
| Moneyness: |
0.76 |
| Premium: |
0.25 |
| Premium p.a.: |
2.90 |
| Spread abs.: |
0.14 |
| Spread %: |
205.56% |
| Delta: |
-0.09 |
| Theta: |
-0.06 |
| Omega: |
-8.47 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.073 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.74% |
| 1 Month |
|
|
-27.00% |
| 3 Months |
|
|
-65.24% |
| YTD |
|
|
-93.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.053 |
| 1M High / 1M Low: |
0.100 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
1.080 |
| Low (YTD): |
6/5/2024 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
