JP Morgan Call 205 PGR 16.08.2024
/ DE000JB9P610
JP Morgan Call 205 PGR 16.08.2024/ DE000JB9P610 /
| 7/8/2024 10:27:35 AM |
Chg.- |
Bid10:39:19 AM |
Ask10:39:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
- |
1.21
Bid Size: 2,000 |
1.29
Ask Size: 2,000 |
Progressive Corporat... |
205.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB9P61 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.43 |
| Time value: |
0.71 |
| Break-even: |
200.73 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.07 |
| Spread %: |
6.90% |
| Delta: |
0.61 |
| Theta: |
-0.12 |
| Omega: |
10.38 |
| Rho: |
0.11 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.48% |
| 1 Month |
|
|
-24.68% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.15 |
| 1M High / 1M Low: |
1.39 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
