JP Morgan Call 235 PGR 17.01.2025
/ DE000JK32E62
JP Morgan Call 235 PGR 17.01.2025/ DE000JK32E62 /
| 7/9/2024 10:44:55 AM |
Chg.+0.01 |
Bid12:43:32 PM |
Ask12:43:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+0.97% |
1.05
Bid Size: 2,000 |
1.14
Ask Size: 2,000 |
Progressive Corporat... |
235.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK32E6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/29/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-2.34 |
| Time value: |
1.11 |
| Break-even: |
228.08 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.10 |
| Spread %: |
9.90% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
6.80 |
| Rho: |
0.34 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.95% |
| 1 Month |
|
|
-19.38% |
| 3 Months |
|
|
-29.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.03 |
| 1M High / 1M Low: |
1.26 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
