JP Morgan Put 175 PGR 16.08.2024
/ DE000JK10U19
JP Morgan Put 175 PGR 16.08.2024/ DE000JK10U19 /
2024-05-23 12:33:07 PM |
Chg.+0.030 |
Bid7:43:23 PM |
Ask7:43:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+18.75% |
0.220 Bid Size: 30,000 |
0.250 Ask Size: 30,000 |
Progressive Corporat... |
175.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK10U1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
175.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-01-26 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-65.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
-2.90 |
Time value: |
0.29 |
Break-even: |
158.76 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.10 |
Spread %: |
52.63% |
Delta: |
-0.15 |
Theta: |
-0.04 |
Omega: |
-9.76 |
Rho: |
-0.07 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.76% |
1 Month |
|
|
-17.39% |
3 Months |
|
|
-73.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.150 |
1M High / 1M Low: |
0.270 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.196 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |