JP Morgan Put 215 PGR 18.10.2024
/ DE000JK55MV0
JP Morgan Put 215 PGR 18.10.2024/ DE000JK55MV0 /
9/26/2024 9:49:35 AM |
Chg.- |
Bid8:05:09 AM |
Ask8:05:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
- |
0.057 Bid Size: 1,000 |
0.210 Ask Size: 1,000 |
Progressive Corporat... |
215.00 USD |
10/18/2024 |
Put |
Master data
WKN: |
JK55MV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
215.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
4/5/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-115.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.19 |
Parity: |
-3.77 |
Time value: |
0.20 |
Break-even: |
191.17 |
Moneyness: |
0.84 |
Premium: |
0.17 |
Premium p.a.: |
12.93 |
Spread abs.: |
0.15 |
Spread %: |
270.37% |
Delta: |
-0.11 |
Theta: |
-0.15 |
Omega: |
-12.48 |
Rho: |
-0.02 |
Quote data
Open: |
0.042 |
High: |
0.042 |
Low: |
0.042 |
Previous Close: |
0.051 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.47% |
1 Month |
|
|
-80.00% |
3 Months |
|
|
-97.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.073 |
0.042 |
1M High / 1M Low: |
0.210 |
0.042 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.115 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
280.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |