JP Morgan Put 210 PGR 17.01.2025
/ DE000JK6KE92
JP Morgan Put 210 PGR 17.01.2025/ DE000JK6KE92 /
| 17/06/2024 09:52:29 |
Chg.-0.02 |
Bid21:31:05 |
Ask21:31:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
-1.04% |
1.72
Bid Size: 50,000 |
1.75
Ask Size: 50,000 |
Progressive Corporat... |
210.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK6KE9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.57 |
| Time value: |
1.30 |
| Break-even: |
177.53 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
5.26% |
| Delta: |
-0.47 |
| Theta: |
-0.03 |
| Omega: |
-4.76 |
| Rho: |
-0.63 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.15% |
| 1 Month |
|
|
+9.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.64 |
| 1M High / 1M Low: |
1.92 |
1.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
