JP Morgan Call 205 PGR 15.11.2024
/ DE000JK0F536
JP Morgan Call 205 PGR 15.11.2024/ DE000JK0F536 /
| 2024-07-10 2:33:03 PM |
Chg.-0.05 |
Bid3:32:11 PM |
Ask3:32:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
-2.48% |
1.93
Bid Size: 2,000 |
2.03
Ask Size: 2,000 |
Progressive Corporat... |
205.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK0F53 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.42 |
| Time value: |
1.61 |
| Break-even: |
209.86 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.09 |
| Spread %: |
4.64% |
| Delta: |
0.60 |
| Theta: |
-0.07 |
| Omega: |
5.77 |
| Rho: |
0.34 |
Quote data
| Open: |
1.96 |
| High: |
1.97 |
| Low: |
1.96 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.37% |
| 1 Month |
|
|
-11.66% |
| 3 Months |
|
|
-4.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.99 |
| 1M High / 1M Low: |
2.23 |
1.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
