JP Morgan Put 205 PGR 16.01.2026
/ DE000JT3MAJ7
JP Morgan Put 205 PGR 16.01.2026/ DE000JT3MAJ7 /
2024-06-28 9:58:54 AM |
Chg.-0.13 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.26EUR |
-5.44% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
205.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
JT3MAJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
205.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-06-12 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-0.25 |
Time value: |
2.45 |
Break-even: |
166.79 |
Moneyness: |
0.99 |
Premium: |
0.14 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.19 |
Spread %: |
8.23% |
Delta: |
-0.35 |
Theta: |
-0.02 |
Omega: |
-2.79 |
Rho: |
-1.44 |
Quote data
Open: |
2.26 |
High: |
2.26 |
Low: |
2.26 |
Previous Close: |
2.39 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.83% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.41 |
2.26 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |