JP Morgan Put 190 PGR 16.08.2024
/ DE000JK3HCP9
JP Morgan Put 190 PGR 16.08.2024/ DE000JK3HCP9 /
2024-05-27 11:00:42 AM |
Chg.-0.020 |
Bid8:29:50 PM |
Ask8:29:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-4.26% |
0.450 Bid Size: 2,000 |
0.600 Ask Size: 2,000 |
Progressive Corporat... |
190.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK3HCP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
190.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-02-16 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-37.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
-1.28 |
Time value: |
0.50 |
Break-even: |
170.19 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.08 |
Spread %: |
20.00% |
Delta: |
-0.27 |
Theta: |
-0.05 |
Omega: |
-10.23 |
Rho: |
-0.12 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.36% |
1 Month |
|
|
-4.26% |
3 Months |
|
|
-60.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.330 |
1M High / 1M Low: |
0.570 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.392 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.399 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
250.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |