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JP Morgan Put 125 PGR 17.01.2025/  DE000JL0EAU5  /

EUWAX
2024-06-20  10:55:00 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.130EUR - -
Bid Size: -		 -
Ask Size: -		 Progressive Corporat... 125.00 - 2025-01-17 Put
 

Master data

WKN: JL0EAU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -69.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.24
Parity: -6.89
Time value: 0.28
Break-even: 122.20
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 0.77
Spread abs.: 0.15
Spread %: 115.38%
Delta: -0.08
Theta: -0.02
Omega: -5.22
Rho: -0.10
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.14%
3 Months
  -38.10%
YTD
  -79.03%
1 Year
  -88.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.150 0.120
6M High / 6M Low: 0.620 0.120
High (YTD): 2024-01-05 0.610
Low (YTD): 2024-06-03 0.120
52W High: 2023-07-14 1.890
52W Low: 2024-06-03 0.120
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   0.632
Avg. volume 1Y:   0.000
Volatility 1M:   116.92%
Volatility 6M:   88.58%
Volatility 1Y:   112.68%
Volatility 3Y:   -