JP Morgan Call 235 PGR 18.10.2024
/ DE000JK4VUJ3
JP Morgan Call 235 PGR 18.10.2024/ DE000JK4VUJ3 /
| 10/11/2024 8:25:26 AM |
Chg.-0.07 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-4.09% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
235.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK4VUJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
1.75 |
| Time value: |
0.04 |
| Break-even: |
232.73 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
5.41% |
| Delta: |
0.95 |
| Theta: |
-0.12 |
| Omega: |
12.34 |
| Rho: |
0.03 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.83% |
| 1 Month |
|
|
-13.23% |
| 3 Months |
|
|
+168.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.39 |
| 1M High / 1M Low: |
2.50 |
1.39 |
| 6M High / 6M Low: |
2.50 |
0.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.77% |
| Volatility 6M: |
|
249.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
