JP Morgan Put 170 PGR 18.10.2024
/ DE000JK0BTQ0
JP Morgan Put 170 PGR 18.10.2024/ DE000JK0BTQ0 /
9/11/2024 11:57:41 AM |
Chg.-0.001 |
Bid6:29:06 PM |
Ask6:29:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.047EUR |
-2.08% |
0.048 Bid Size: 15,000 |
0.110 Ask Size: 15,000 |
Progressive Corporat... |
170.00 USD |
10/18/2024 |
Put |
Master data
WKN: |
JK0BTQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
170.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
1/25/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-113.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.88 |
Historic volatility: |
0.19 |
Parity: |
-7.18 |
Time value: |
0.20 |
Break-even: |
152.26 |
Moneyness: |
0.68 |
Premium: |
0.33 |
Premium p.a.: |
15.23 |
Spread abs.: |
0.15 |
Spread %: |
325.53% |
Delta: |
-0.06 |
Theta: |
-0.11 |
Omega: |
-7.30 |
Rho: |
-0.02 |
Quote data
Open: |
0.047 |
High: |
0.047 |
Low: |
0.047 |
Previous Close: |
0.048 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+104.35% |
1 Month |
|
|
-63.85% |
3 Months |
|
|
-82.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.051 |
0.023 |
1M High / 1M Low: |
0.120 |
0.023 |
6M High / 6M Low: |
0.670 |
0.023 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.049 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.257 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
413.03% |
Volatility 6M: |
|
239.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |