JP Morgan Call 195 PGR 15.11.2024
/ DE000JK0F502
JP Morgan Call 195 PGR 15.11.2024/ DE000JK0F502 /
| 05/08/2024 11:42:33 |
Chg.-0.36 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
-12.86% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
195.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK0F50 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
2.01 |
| Time value: |
0.95 |
| Break-even: |
208.32 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
3.50% |
| Delta: |
0.74 |
| Theta: |
-0.08 |
| Omega: |
4.97 |
| Rho: |
0.33 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.57% |
| 1 Month |
|
|
-7.22% |
| 3 Months |
|
|
-15.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.96 |
2.62 |
| 1M High / 1M Low: |
3.44 |
2.29 |
| 6M High / 6M Low: |
3.48 |
1.47 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.64% |
| Volatility 6M: |
|
121.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
