JP Morgan Call 240 PGR 17.01.2025
/ DE000JK4WAP0
JP Morgan Call 240 PGR 17.01.2025/ DE000JK4WAP0 /
| 10/11/2024 12:28:20 PM |
Chg.+0.05 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
+2.35% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
240.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
3/7/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
1.29 |
| Time value: |
0.96 |
| Break-even: |
241.97 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
3.80% |
| Delta: |
0.69 |
| Theta: |
-0.08 |
| Omega: |
7.15 |
| Rho: |
0.37 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.17% |
| 1 Month |
|
|
-28.29% |
| 3 Months |
|
|
+127.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
2.03 |
| 1M High / 1M Low: |
3.04 |
2.03 |
| 6M High / 6M Low: |
3.04 |
0.68 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.79% |
| Volatility 6M: |
|
213.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
