JP Morgan Call 245 PGR 15.11.2024
/ DE000JK4FM83
JP Morgan Call 245 PGR 15.11.2024/ DE000JK4FM83 /
| 2024-11-11 10:24:35 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
245.00 - |
2024-11-15 |
Call |
Master data
| WKN: |
JK4FM8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-11-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.99 |
| Historic volatility: |
0.19 |
| Parity: |
-0.13 |
| Time value: |
1.70 |
| Break-even: |
262.00 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.16% |
| Delta: |
0.53 |
| Theta: |
-2.93 |
| Omega: |
7.53 |
| Rho: |
0.01 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+240.00% |
| 1 Month |
|
|
+18.88% |
| 3 Months |
|
|
+112.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
0.50 |
| 1M High / 1M Low: |
1.70 |
0.49 |
| 6M High / 6M Low: |
2.12 |
0.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
737.85% |
| Volatility 6M: |
|
377.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
