JP Morgan Call 235 PGR 15.11.2024
/ DE000JK5R8J4
JP Morgan Call 235 PGR 15.11.2024/ DE000JK5R8J4 /
| 10/07/2024 12:38:37 |
Chg.-0.010 |
Bid13:17:54 |
Ask13:17:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-1.22% |
0.800
Bid Size: 2,000 |
0.890
Ask Size: 2,000 |
Progressive Corporat... |
235.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK5R8J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-2.36 |
| Time value: |
0.83 |
| Break-even: |
225.63 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.09 |
| Spread %: |
12.50% |
| Delta: |
0.35 |
| Theta: |
-0.06 |
| Omega: |
8.08 |
| Rho: |
0.21 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.99% |
| 1 Month |
|
|
-14.74% |
| 3 Months |
|
|
-19.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.820 |
| 1M High / 1M Low: |
0.980 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
