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: |
|
- |
