JP Morgan Call 210 PGR 16.08.2024
/ DE000JB9P628
JP Morgan Call 210 PGR 16.08.2024/ DE000JB9P628 /
| 7/10/2024 10:37:21 AM |
Chg.-0.060 |
Bid5:23:33 PM |
Ask5:23:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-6.32% |
0.930
Bid Size: 50,000 |
0.950
Ask Size: 50,000 |
Progressive Corporat... |
210.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB9P62 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 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: |
21.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-0.05 |
| Time value: |
0.89 |
| Break-even: |
203.06 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.07 |
| Spread %: |
9.09% |
| Delta: |
0.53 |
| Theta: |
-0.13 |
| Omega: |
11.50 |
| Rho: |
0.09 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.88% |
| 1 Month |
|
|
-20.54% |
| 3 Months |
|
|
-32.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.930 |
| 1M High / 1M Low: |
1.120 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.986 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
