JP Morgan Call 230 PGR 18.10.2024
/ DE000JK4VPK1
JP Morgan Call 230 PGR 18.10.2024/ DE000JK4VPK1 /
| 13/09/2024 14:54:21 |
Chg.+0.76 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
+33.48% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
230.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK4VPK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.19 |
| Parity: |
2.30 |
| Time value: |
0.41 |
| Break-even: |
234.75 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
3.44% |
| Delta: |
0.81 |
| Theta: |
-0.14 |
| Omega: |
6.89 |
| Rho: |
0.15 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
2.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.73% |
| 1 Month |
|
|
+218.95% |
| 3 Months |
|
|
+352.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.07 |
| 1M High / 1M Low: |
3.03 |
0.95 |
| 6M High / 6M Low: |
3.03 |
0.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.40% |
| Volatility 6M: |
|
255.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
