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JP Morgan Put 130 PGR 17.01.2025/  DE000JL0EAW1  /

EUWAX
08/07/2024  10:46:34 Chg.- Bid09:41:39 Ask09:41:39 Underlying Strike price Expiration date Option type
0.120EUR - 0.130
Bid Size: 1,000		 0.330
Ask Size: 1,000		 Progressive Corporat... 130.00 - 17/01/2025 Put
 

Master data

WKN: JL0EAW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 17/01/2025
Issue date: 17/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.67
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.24
Parity: -6.36
Time value: 0.33
Break-even: 126.70
Moneyness: 0.67
Premium: 0.35
Premium p.a.: 0.76
Spread abs.: 0.20
Spread %: 153.85%
Delta: -0.09
Theta: -0.03
Omega: -5.20
Rho: -0.11
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -20.00%
3 Months
  -42.86%
YTD
  -83.33%
1 Year
  -91.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.180 0.120
6M High / 6M Low: 0.680 0.120
High (YTD): 05/01/2024 0.700
Low (YTD): 08/07/2024 0.120
52W High: 14/07/2023 2.170
52W Low: 08/07/2024 0.120
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   0.270
Avg. volume 6M:   0.000
Avg. price 1Y:   0.686
Avg. volume 1Y:   0.000
Volatility 1M:   123.57%
Volatility 6M:   95.85%
Volatility 1Y:   113.33%
Volatility 3Y:   -