JP Morgan Call 205 PGR 18.10.2024
/ DE000JK0BU08
JP Morgan Call 205 PGR 18.10.2024/ DE000JK0BU08 /
| 02/08/2024 11:58:19 |
Chg.+0.11 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
+6.08% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
205.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK0BU0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
1.09 |
| Time value: |
0.81 |
| Break-even: |
206.95 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
4.52% |
| Delta: |
0.69 |
| Theta: |
-0.08 |
| Omega: |
7.18 |
| Rho: |
0.25 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.25% |
| 1 Month |
|
|
+5.49% |
| 3 Months |
|
|
-9.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.76 |
| 1M High / 1M Low: |
2.70 |
1.48 |
| 6M High / 6M Low: |
2.70 |
0.99 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.12% |
| Volatility 6M: |
|
165.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
