JP Morgan Put 175 PGR 15.11.2024
/ DE000JK07291
JP Morgan Put 175 PGR 15.11.2024/ DE000JK07291 /
| 2024-05-24 12:17:33 PM |
Chg.- |
Bid11:25:30 AM |
Ask11:25:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
- |
0.460
Bid Size: 2,000 |
0.610
Ask Size: 2,000 |
Progressive Corporat... |
175.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK0729 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-2.67 |
| Time value: |
0.53 |
| Break-even: |
156.09 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.09 |
| Spread %: |
21.28% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-7.00 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
-46.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.400 |
| 1M High / 1M Low: |
0.500 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
