JP Morgan Put 195 PGR 15.11.2024
/ DE000JK5VF24
JP Morgan Put 195 PGR 15.11.2024/ DE000JK5VF24 /
11/09/2024 08:27:33 |
Chg.+0.010 |
Bid14:31:00 |
Ask14:31:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
0.130 Bid Size: 1,000 |
0.220 Ask Size: 1,000 |
Progressive Corporat... |
195.00 USD |
15/11/2024 |
Put |
Master data
WKN: |
JK5VF2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
195.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
12/03/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-83.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.19 |
Parity: |
-4.91 |
Time value: |
0.27 |
Break-even: |
174.25 |
Moneyness: |
0.78 |
Premium: |
0.23 |
Premium p.a.: |
2.19 |
Spread abs.: |
0.15 |
Spread %: |
125.00% |
Delta: |
-0.10 |
Theta: |
-0.07 |
Omega: |
-8.72 |
Rho: |
-0.05 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-79.31% |
3 Months |
|
|
-85.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.110 |
1M High / 1M Low: |
0.450 |
0.092 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.185 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |