JP Morgan Put 150 PGR 15.11.2024
/ DE000JK0F4M6
JP Morgan Put 150 PGR 15.11.2024/ DE000JK0F4M6 /
10/07/2024 12:17:23 |
Chg.+0.010 |
Bid10/07/2024 |
Ask10/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+8.33% |
0.130 Bid Size: 2,000 |
0.330 Ask Size: 2,000 |
Progressive Corporat... |
150.00 USD |
15/11/2024 |
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: |
15/11/2024 |
Issue date: |
25/01/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-69.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.24 |
Parity: |
-5.50 |
Time value: |
0.28 |
Break-even: |
135.91 |
Moneyness: |
0.72 |
Premium: |
0.30 |
Premium p.a.: |
1.11 |
Spread abs.: |
0.15 |
Spread %: |
115.38% |
Delta: |
-0.09 |
Theta: |
-0.03 |
Omega: |
-6.41 |
Rho: |
-0.07 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
-18.75% |
3 Months |
|
|
-51.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.120 |
1M High / 1M Low: |
0.220 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.156 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |