JP Morgan Call 180 PGR 16.08.2024
/ DE000JB7JFH7
JP Morgan Call 180 PGR 16.08.2024/ DE000JB7JFH7 /
| 6/10/2024 12:26:39 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.32EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
180.00 - |
8/16/2024 |
Call |
Master data
| WKN: |
JB7JFH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
6/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.24 |
| Parity: |
1.37 |
| Time value: |
1.89 |
| Break-even: |
212.60 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.10 |
| Spread %: |
3.16% |
| Delta: |
0.65 |
| Theta: |
-0.33 |
| Omega: |
3.89 |
| Rho: |
0.10 |
Quote data
| Open: |
3.32 |
| High: |
3.32 |
| Low: |
3.32 |
| Previous Close: |
3.38 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+4.73% |
| YTD |
|
|
+320.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
4.01 |
1.01 |
| High (YTD): |
4/22/2024 |
4.01 |
| Low (YTD): |
1/2/2024 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
2.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
116.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
