JP Morgan Call 220 PGR 17.01.2025
/ DE000JK2JUY1
JP Morgan Call 220 PGR 17.01.2025/ DE000JK2JUY1 /
10/09/2024 13:04:52 |
Chg.+0.10 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
3.81EUR |
+2.70% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
220.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
JK2JUY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
12/02/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.19 |
Intrinsic value: |
2.84 |
Implied volatility: |
0.38 |
Historic volatility: |
0.19 |
Parity: |
2.84 |
Time value: |
0.99 |
Break-even: |
237.66 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.10 |
Spread %: |
2.68% |
Delta: |
0.78 |
Theta: |
-0.07 |
Omega: |
4.61 |
Rho: |
0.49 |
Quote data
Open: |
3.81 |
High: |
3.81 |
Low: |
3.81 |
Previous Close: |
3.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.60% |
1 Month |
|
|
+95.38% |
3 Months |
|
|
+108.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.91 |
3.58 |
1M High / 1M Low: |
3.91 |
2.09 |
6M High / 6M Low: |
3.91 |
1.33 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.76 |
Avg. volume 1W: |
|
12 |
Avg. price 1M: |
|
3.11 |
Avg. volume 1M: |
|
344.71 |
Avg. price 6M: |
|
2.00 |
Avg. volume 6M: |
|
577.17 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.53% |
Volatility 6M: |
|
158.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |