JP Morgan Call 185 PGR 15.11.2024
/ DE000JK0F4Y1
JP Morgan Call 185 PGR 15.11.2024/ DE000JK0F4Y1 /
| 20/06/2024 12:22:11 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.37EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
185.00 - |
15/11/2024 |
Call |
Master data
| WKN: |
JK0F4Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.24 |
| Parity: |
0.87 |
| Time value: |
2.57 |
| Break-even: |
219.40 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.08 |
| Spread %: |
2.38% |
| Delta: |
0.63 |
| Theta: |
-0.12 |
| Omega: |
3.58 |
| Rho: |
0.31 |
Quote data
| Open: |
3.37 |
| High: |
3.37 |
| Low: |
3.37 |
| Previous Close: |
3.36 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.16% |
| 3 Months |
|
|
+5.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.48 |
2.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
