JP Morgan Call 245 PGR 16.08.2024
/ DE000JK5B492
JP Morgan Call 245 PGR 16.08.2024/ DE000JK5B492 /
| 2024-06-24 11:46:17 AM |
Chg.-0.020 |
Bid6:58:22 PM |
Ask6:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-13.33% |
0.140
Bid Size: 20,000 |
0.180
Ask Size: 20,000 |
Progressive Corporat... |
245.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK5B49 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
77.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-3.35 |
| Time value: |
0.25 |
| Break-even: |
231.76 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
2.20 |
| Spread abs.: |
0.14 |
| Spread %: |
125.00% |
| Delta: |
0.17 |
| Theta: |
-0.07 |
| Omega: |
13.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
-72.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.100 |
| 1M High / 1M Low: |
0.260 |
0.083 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
468.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
