JP Morgan Call 230 PGR 20.12.2024
/ DE000JK27HL0
JP Morgan Call 230 PGR 20.12.2024/ DE000JK27HL0 /
| 9/9/2024 10:29:20 AM |
Chg.+0.01 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
+0.36% |
2.91
Bid Size: 2,000 |
3.00
Ask Size: 2,000 |
Progressive Corporat... |
230.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK27HL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
1.69 |
| Time value: |
0.88 |
| Break-even: |
233.07 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
3.27% |
| Delta: |
0.73 |
| Theta: |
-0.07 |
| Omega: |
6.39 |
| Rho: |
0.39 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.81 |
| Previous Close: |
2.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.77% |
| 1 Month |
|
|
+109.70% |
| 3 Months |
|
|
+103.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
2.80 |
| 1M High / 1M Low: |
3.05 |
1.34 |
| 6M High / 6M Low: |
3.05 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.39% |
| Volatility 6M: |
|
215.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
