JP Morgan Call 190 PGR 20.12.2024
/ DE000JK02E01
JP Morgan Call 190 PGR 20.12.2024/ DE000JK02E01 /
| 2024-11-12 11:06:56 AM |
Chg.+0.05 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.90EUR |
+0.73% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
190.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK02E0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.61 |
| Intrinsic value: |
6.55 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.19 |
| Parity: |
6.55 |
| Time value: |
0.30 |
| Break-even: |
246.68 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
2.24% |
| Delta: |
0.92 |
| Theta: |
-0.13 |
| Omega: |
3.28 |
| Rho: |
0.16 |
Quote data
| Open: |
6.90 |
| High: |
6.90 |
| Low: |
6.90 |
| Previous Close: |
6.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.90% |
| 1 Month |
|
|
+17.75% |
| 3 Months |
|
|
+74.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.85 |
5.04 |
| 1M High / 1M Low: |
6.85 |
4.93 |
| 6M High / 6M Low: |
6.85 |
2.62 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.14% |
| Volatility 6M: |
|
114.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
