JP Morgan Call 235 PGR 20.12.2024
/ DE000JK342W8
JP Morgan Call 235 PGR 20.12.2024/ DE000JK342W8 /
| 11/15/2024 2:21:05 PM |
Chg.+0.46 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
+18.78% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
235.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
1.97 |
| Time value: |
0.45 |
| Break-even: |
247.42 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.10 |
| Spread %: |
4.31% |
| Delta: |
0.78 |
| Theta: |
-0.14 |
| Omega: |
7.87 |
| Rho: |
0.15 |
Quote data
| Open: |
2.40 |
| High: |
2.91 |
| Low: |
2.40 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.93% |
| 1 Month |
|
|
+9.40% |
| 3 Months |
|
|
+62.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.45 |
| 1M High / 1M Low: |
2.91 |
1.51 |
| 6M High / 6M Low: |
3.22 |
0.77 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.44% |
| Volatility 6M: |
|
224.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
