JP Morgan Put 210 PGR 15.11.2024
/ DE000JK7R7S5
JP Morgan Put 210 PGR 15.11.2024/ DE000JK7R7S5 /
| 2024-05-28 9:26:29 AM |
Chg.-0.03 |
Bid10:20:04 AM |
Ask10:20:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-1.86% |
1.57
Bid Size: 2,000 |
1.67
Ask Size: 2,000 |
Progressive Corporat... |
210.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK7R7S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.56 |
| Time value: |
1.17 |
| Break-even: |
176.05 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
9.49% |
| Delta: |
-0.48 |
| Theta: |
-0.04 |
| Omega: |
-5.20 |
| Rho: |
-0.50 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.64% |
| 1 Month |
|
|
+6.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.42 |
| 1M High / 1M Low: |
1.65 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
