JP Morgan Call 235 PGR 16.08.2024
/ DE000JK2P168
JP Morgan Call 235 PGR 16.08.2024/ DE000JK2P168 /
| 2024-05-27 10:01:26 AM |
Chg.-0.020 |
Bid11:55:42 AM |
Ask11:55:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.220
Bid Size: 1,000 |
0.420
Ask Size: 1,000 |
Progressive Corporat... |
235.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK2P16 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
-2.87 |
| Time value: |
0.33 |
| Break-even: |
219.98 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.14 |
| Spread %: |
71.43% |
| Delta: |
0.22 |
| Theta: |
-0.06 |
| Omega: |
12.21 |
| Rho: |
0.08 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.38% |
| 1 Month |
|
|
-61.82% |
| 3 Months |
|
|
-43.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.230 |
| 1M High / 1M Low: |
0.650 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.466 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
