JP Morgan Call 240 PGR 15.11.2024
/ DE000JK5VF32
JP Morgan Call 240 PGR 15.11.2024/ DE000JK5VF32 /
| 9/11/2024 8:23:08 AM |
Chg.-0.16 |
Bid9:58:40 PM |
Ask9:58:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
-8.25% |
1.89
Bid Size: 2,000 |
1.96
Ask Size: 2,000 |
Progressive Corporat... |
240.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK5VF3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.83 |
| Time value: |
0.90 |
| Break-even: |
235.11 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
3.80% |
| Delta: |
0.65 |
| Theta: |
-0.10 |
| Omega: |
8.50 |
| Rho: |
0.23 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.97% |
| 1 Month |
|
|
+89.36% |
| 3 Months |
|
|
+147.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.78 |
| 1M High / 1M Low: |
2.17 |
0.86 |
| 6M High / 6M Low: |
2.17 |
0.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.17% |
| Volatility 6M: |
|
217.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
