JP Morgan Put 215 PGR 18.10.2024
/ DE000JK55MV0
JP Morgan Put 215 PGR 18.10.2024/ DE000JK55MV0 /
| 10/07/2024 09:48:53 |
Chg.+0.04 |
Bid17:29:51 |
Ask17:29:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+2.86% |
1.34
Bid Size: 50,000 |
1.36
Ask Size: 50,000 |
Progressive Corporat... |
215.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JK55MV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
215.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
05/04/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.51 |
| Time value: |
0.90 |
| Break-even: |
184.76 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.07 |
| Spread %: |
5.56% |
| Delta: |
-0.51 |
| Theta: |
-0.05 |
| Omega: |
-7.00 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.11% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-24.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.36 |
| 1M High / 1M Low: |
1.89 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
