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JP Morgan Put 120 PGR 17.01.2025/  DE000JL0EAT7  /

EUWAX
2024-06-28  12:58:02 PM Chg.-0.014 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.096EUR -12.73% -
Bid Size: -		 -
Ask Size: -		 Progressive Corporat... 120.00 - 2025-01-17 Put
 

Master data

WKN: JL0EAT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -60.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.24
Parity: -7.39
Time value: 0.32
Break-even: 116.80
Moneyness: 0.62
Premium: 0.40
Premium p.a.: 0.83
Spread abs.: 0.20
Spread %: 166.67%
Delta: -0.08
Theta: -0.03
Omega: -4.60
Rho: -0.10
 

Quote data

Open: 0.098
High: 0.098
Low: 0.096
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month
  -20.00%
3 Months
  -49.47%
YTD
  -81.89%
1 Year
  -90.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.096
1M High / 1M Low: 0.130 0.096
6M High / 6M Low: 0.530 0.096
High (YTD): 2024-01-05 0.530
Low (YTD): 2024-06-28 0.096
52W High: 2023-07-14 1.640
52W Low: 2024-06-28 0.096
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   0.000
Volatility 1M:   117.06%
Volatility 6M:   93.07%
Volatility 1Y:   114.36%
Volatility 3Y:   -