JP Morgan Call 235 PGR 20.12.2024
/ DE000JK342W8
JP Morgan Call 235 PGR 20.12.2024/ DE000JK342W8 /
| 11/10/2024 12:26:34 |
Chg.+0.07 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
+3.13% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
235.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK342W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
1.75 |
| Time value: |
0.83 |
| Break-even: |
240.70 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
3.20% |
| Delta: |
0.72 |
| Theta: |
-0.10 |
| Omega: |
6.53 |
| Rho: |
0.27 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.60% |
| 1 Month |
|
|
-28.26% |
| 3 Months |
|
|
+128.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
2.12 |
| 1M High / 1M Low: |
3.22 |
2.12 |
| 6M High / 6M Low: |
3.22 |
0.77 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.55% |
| Volatility 6M: |
|
210.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
