JP Morgan Call 240 PGR 17.01.2025
/ DE000JK4WAP0
JP Morgan Call 240 PGR 17.01.2025/ DE000JK4WAP0 /
| 05/08/2024 12:06:21 |
Chg.-0.140 |
Bid17:34:29 |
Ask17:34:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-14.29% |
0.840
Bid Size: 30,000 |
0.870
Ask Size: 30,000 |
Progressive Corporat... |
240.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK4WAP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
07/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-2.11 |
| Time value: |
1.11 |
| Break-even: |
231.05 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.14 |
| Spread %: |
14.15% |
| Delta: |
0.40 |
| Theta: |
-0.06 |
| Omega: |
7.09 |
| Rho: |
0.31 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.50% |
| 1 Month |
|
|
-11.58% |
| 3 Months |
|
|
-18.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.890 |
| 1M High / 1M Low: |
1.420 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
