JP Morgan Call 215 PGR 16.08.2024
/ DE000JB9P636
JP Morgan Call 215 PGR 16.08.2024/ DE000JB9P636 /
| 2024-05-27 10:23:34 AM |
Chg.-0.030 |
Bid11:04:41 AM |
Ask11:04:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-4.23% |
0.680
Bid Size: 2,000 |
0.780
Ask Size: 2,000 |
Progressive Corporat... |
215.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9P63 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-1.02 |
| Time value: |
0.70 |
| Break-even: |
205.23 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.07 |
| Spread %: |
11.76% |
| Delta: |
0.40 |
| Theta: |
-0.07 |
| Omega: |
10.79 |
| Rho: |
0.15 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.61% |
| 1 Month |
|
|
-44.72% |
| 3 Months |
|
|
-18.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.710 |
| 1M High / 1M Low: |
1.470 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
