JP Morgan Put 195 PGR 18.10.2024
/ DE000JK4VUH7
JP Morgan Put 195 PGR 18.10.2024/ DE000JK4VUH7 /
| 14/06/2024 12:56:34 |
Chg.+0.04 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+4.17% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
195.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK4VUH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
12/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-0.83 |
| Time value: |
0.95 |
| Break-even: |
172.63 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.08 |
| Spread %: |
9.68% |
| Delta: |
-0.35 |
| Theta: |
-0.05 |
| Omega: |
-6.94 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.98 |
| High: |
1.00 |
| Low: |
0.98 |
| Previous Close: |
0.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.25% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
-21.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.70 |
| 1M High / 1M Low: |
1.00 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
