JP Morgan Call 165 PGR 16.08.2024
/ DE000JB7JFD6
JP Morgan Call 165 PGR 16.08.2024/ DE000JB7JFD6 /
| 2024-04-23 3:05:29 PM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.01EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
165.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
JB7JFD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-04-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.23 |
| Parity: |
2.56 |
| Time value: |
2.36 |
| Break-even: |
214.20 |
| Moneyness: |
1.16 |
| Premium: |
0.12 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
-0.08 |
| Spread %: |
-1.60% |
| Delta: |
0.71 |
| Theta: |
-0.20 |
| Omega: |
2.76 |
| Rho: |
0.20 |
Quote data
| Open: |
4.95 |
| High: |
5.01 |
| Low: |
4.95 |
| Previous Close: |
5.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+50.90% |
| YTD |
|
|
+279.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.01 |
5.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
5.27 |
| Low (YTD): |
2024-01-02 |
1.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
