JP Morgan Put 240 PGR 15.11.2024
/ DE000JT7R198
JP Morgan Put 240 PGR 15.11.2024/ DE000JT7R198 /
16/10/2024 10:56:45 |
Chg.-0.090 |
Bid15:37:19 |
Ask15:37:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-18.75% |
0.340 Bid Size: 2,000 |
0.420 Ask Size: 2,000 |
Progressive Corporat... |
240.00 USD |
15/11/2024 |
Put |
Master data
WKN: |
JT7R19 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
22/08/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-51.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.18 |
Parity: |
-1.07 |
Time value: |
0.45 |
Break-even: |
216.02 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
1.17 |
Spread abs.: |
0.08 |
Spread %: |
21.62% |
Delta: |
-0.29 |
Theta: |
-0.13 |
Omega: |
-15.01 |
Rho: |
-0.06 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.65% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.430 |
1M High / 1M Low: |
0.870 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.548 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
408.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |