JP Morgan Call 215 PGR 18.10.2024
/ DE000JK2KBZ6
JP Morgan Call 215 PGR 18.10.2024/ DE000JK2KBZ6 /
| 5/29/2024 10:05:58 AM |
Chg.-0.06 |
Bid2:25:26 PM |
Ask2:25:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-5.13% |
1.10
Bid Size: 2,000 |
1.17
Ask Size: 2,000 |
Progressive Corporat... |
215.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK2KBZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.90 |
| Time value: |
1.19 |
| Break-even: |
210.02 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.08 |
| Spread %: |
7.50% |
| Delta: |
0.47 |
| Theta: |
-0.06 |
| Omega: |
7.51 |
| Rho: |
0.30 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.71% |
| 1 Month |
|
|
-29.75% |
| 3 Months |
|
|
+5.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.16 |
| 1M High / 1M Low: |
1.94 |
1.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
