JP Morgan Call 215 PGR 16.08.2024
/ DE000JB9P636
JP Morgan Call 215 PGR 16.08.2024/ DE000JB9P636 /
| 02/08/2024 10:21:39 |
Chg.- |
Bid17:14:42 |
Ask17:14:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
- |
0.370
Bid Size: 50,000 |
0.390
Ask Size: 50,000 |
Progressive Corporat... |
215.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB9P63 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.20 |
| Parity: |
0.18 |
| Time value: |
0.54 |
| Break-even: |
204.25 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
0.08 |
| Spread %: |
12.50% |
| Delta: |
0.57 |
| Theta: |
-0.29 |
| Omega: |
15.65 |
| Rho: |
0.03 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.37% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-58.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.390 |
| 1M High / 1M Low: |
1.230 |
0.390 |
| 6M High / 6M Low: |
1.650 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.938 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.21% |
| Volatility 6M: |
|
217.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
