JP Morgan Put 215 PGR 17.01.2025
/ DE000JK749T0
JP Morgan Put 215 PGR 17.01.2025/ DE000JK749T0 /
2024-09-10 8:51:49 AM |
Chg.- |
Bid8:15:07 AM |
Ask8:15:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
- |
0.570 Bid Size: 2,000 |
0.670 Ask Size: 2,000 |
Progressive Corporat... |
215.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JK749T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
215.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2024-04-23 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-1.11 |
Time value: |
0.66 |
Break-even: |
208.40 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.10 |
Spread %: |
17.86% |
Delta: |
-0.30 |
Theta: |
-0.04 |
Omega: |
-10.38 |
Rho: |
-0.26 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.85% |
1 Month |
|
|
-62.41% |
3 Months |
|
|
-71.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.510 |
1M High / 1M Low: |
1.230 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.546 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.685 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |