JP Morgan Put 175 PGR 20.12.2024
/ DE000JK02E68
JP Morgan Put 175 PGR 20.12.2024/ DE000JK02E68 /
9/11/2024 12:00:28 PM |
Chg.+0.015 |
Bid2:15:35 PM |
Ask2:15:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+15.79% |
0.110 Bid Size: 1,000 |
0.210 Ask Size: 1,000 |
Progressive Corporat... |
175.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK02E6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
175.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/26/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-95.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.19 |
Parity: |
-6.73 |
Time value: |
0.24 |
Break-even: |
156.44 |
Moneyness: |
0.70 |
Premium: |
0.31 |
Premium p.a.: |
1.66 |
Spread abs.: |
0.14 |
Spread %: |
136.36% |
Delta: |
-0.07 |
Theta: |
-0.04 |
Omega: |
-7.15 |
Rho: |
-0.05 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.095 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.80% |
1 Month |
|
|
-64.52% |
3 Months |
|
|
-78.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.080 |
1M High / 1M Low: |
0.270 |
0.071 |
6M High / 6M Low: |
0.940 |
0.071 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.091 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.126 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.463 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.05% |
Volatility 6M: |
|
168.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |