JP Morgan Call 230 PGR 15.11.2024
/ DE000JK2LK71
JP Morgan Call 230 PGR 15.11.2024/ DE000JK2LK71 /
| 09/07/2024 10:42:53 |
Chg.- |
Bid09:57:45 |
Ask09:57:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
- |
0.940
Bid Size: 2,000 |
1.040
Ask Size: 2,000 |
Progressive Corporat... |
230.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK2LK7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-1.90 |
| Time value: |
1.03 |
| Break-even: |
222.98 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.10 |
| Spread %: |
10.75% |
| Delta: |
0.39 |
| Theta: |
-0.07 |
| Omega: |
7.41 |
| Rho: |
0.23 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.90% |
| 1 Month |
|
|
-4.90% |
| 3 Months |
|
|
-11.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.950 |
| 1M High / 1M Low: |
1.130 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.975 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
