JP Morgan Put 250 PGR 15.11.2024
/ DE000JT86MF9
JP Morgan Put 250 PGR 15.11.2024/ DE000JT86MF9 /
| 10/16/2024 10:58:57 AM |
Chg.-0.110 |
Bid3:45:57 PM |
Ask3:45:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-13.25% |
0.630
Bid Size: 30,000 |
0.650
Ask Size: 30,000 |
Progressive Corporat... |
250.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JT86MF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
8/30/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
-0.15 |
| Time value: |
0.77 |
| Break-even: |
222.01 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.07 |
| Spread %: |
10.00% |
| Delta: |
-0.44 |
| Theta: |
-0.13 |
| Omega: |
-13.30 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.08% |
| 1 Month |
|
|
-26.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.740 |
| 1M High / 1M Low: |
1.270 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.875 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
