JP Morgan Call 200 PGR 15.11.2024
/ DE000JK0F528
JP Morgan Call 200 PGR 15.11.2024/ DE000JK0F528 /
| 2024-06-14 12:22:23 PM |
Chg.+0.07 |
Bid4:10:49 PM |
Ask4:10:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+3.83% |
2.34
Bid Size: 50,000 |
2.36
Ask Size: 50,000 |
Progressive Corporat... |
200.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK0F52 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.34 |
| Time value: |
1.74 |
| Break-even: |
207.06 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.09 |
| Spread %: |
4.52% |
| Delta: |
0.60 |
| Theta: |
-0.07 |
| Omega: |
5.49 |
| Rho: |
0.39 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.49% |
| 1 Month |
|
|
-28.03% |
| 3 Months |
|
|
-14.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
1.83 |
| 1M High / 1M Low: |
2.70 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
