JP Morgan Put 150 PGR 15.11.2024
/ DE000JK0F4M6
JP Morgan Put 150 PGR 15.11.2024/ DE000JK0F4M6 /
2024-08-02 11:58:21 AM |
Chg.-0.005 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
-5.75% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
150.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
JK0F4M |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-01-25 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-71.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.20 |
Parity: |
-6.14 |
Time value: |
0.28 |
Break-even: |
134.68 |
Moneyness: |
0.69 |
Premium: |
0.32 |
Premium p.a.: |
1.67 |
Spread abs.: |
0.20 |
Spread %: |
233.33% |
Delta: |
-0.09 |
Theta: |
-0.04 |
Omega: |
-6.08 |
Rho: |
-0.06 |
Quote data
Open: |
0.082 |
High: |
0.082 |
Low: |
0.082 |
Previous Close: |
0.087 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.68% |
1 Month |
|
|
-36.92% |
3 Months |
|
|
-54.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.092 |
0.074 |
1M High / 1M Low: |
0.130 |
0.066 |
6M High / 6M Low: |
0.590 |
0.066 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.242 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.78% |
Volatility 6M: |
|
152.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |