JP Morgan Put 190 PGR 15.11.2024
/ DE000JK2LK55
JP Morgan Put 190 PGR 15.11.2024/ DE000JK2LK55 /
| 05/08/2024 17:53:53 |
Chg.+0.240 |
Bid21:04:01 |
Ask21:04:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+54.55% |
0.690
Bid Size: 50,000 |
0.720
Ask Size: 50,000 |
Progressive Corporat... |
190.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK2LK5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
-2.47 |
| Time value: |
0.53 |
| Break-even: |
168.82 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.09 |
| Spread %: |
20.83% |
| Delta: |
-0.21 |
| Theta: |
-0.05 |
| Omega: |
-7.87 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.14% |
| 1 Month |
|
|
+7.94% |
| 3 Months |
|
|
-11.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.430 |
| 1M High / 1M Low: |
0.690 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
