JP Morgan Call 230 PGR 20.06.2025
/ DE000JT0DKF9
JP Morgan Call 230 PGR 20.06.2025/ DE000JT0DKF9 /
| 18/10/2024 10:23:21 |
Chg.-0.34 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
-8.06% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
230.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JT0DKF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
03/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
1.94 |
| Time value: |
1.96 |
| Break-even: |
250.63 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
4.00% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
4.14 |
| Rho: |
0.82 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
4.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.02% |
| 1 Month |
|
|
-13.20% |
| 3 Months |
|
|
+46.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.22 |
3.76 |
| 1M High / 1M Low: |
4.47 |
3.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
