JP Morgan Call 215 PGR 16.08.2024
/ DE000JB9P636
JP Morgan Call 215 PGR 16.08.2024/ DE000JB9P636 /
| 2024-05-23 10:24:35 AM |
Chg.-0.110 |
Bid9:12:01 PM |
Ask9:12:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-11.96% |
0.730
Bid Size: 50,000 |
0.750
Ask Size: 50,000 |
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: |
23.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.80 |
| Time value: |
0.82 |
| Break-even: |
206.83 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.07 |
| Spread %: |
9.88% |
| Delta: |
0.44 |
| Theta: |
-0.07 |
| Omega: |
10.18 |
| Rho: |
0.18 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
+3.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.840 |
| 1M High / 1M Low: |
1.470 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
