JP Morgan Put 165 PGR 18.10.2024
/ DE000JK0BTP2
JP Morgan Put 165 PGR 18.10.2024/ DE000JK0BTP2 /
| 2024-05-27 12:15:58 PM |
Chg.-0.010 |
Bid6:48:14 PM |
Ask6:48:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-3.57% |
0.260
Bid Size: 1,000 |
0.460
Ask Size: 1,000 |
Progressive Corporat... |
165.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK0BTP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-3.59 |
| Time value: |
0.34 |
| Break-even: |
148.71 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.09 |
| Spread %: |
37.04% |
| Delta: |
-0.14 |
| Theta: |
-0.03 |
| Omega: |
-7.60 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.39% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-55.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.300 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
