JP Morgan Call 250 PGR 15.11.2024
/ DE000JK5GB50
JP Morgan Call 250 PGR 15.11.2024/ DE000JK5GB50 /
| 10/09/2024 09:06:00 |
Chg.+0.04 |
Bid18:47:31 |
Ask18:47:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+2.96% |
1.40
Bid Size: 30,000 |
1.42
Ask Size: 30,000 |
Progressive Corporat... |
250.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK5GB5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
0.12 |
| Time value: |
1.38 |
| Break-even: |
241.54 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.07 |
| Spread %: |
4.90% |
| Delta: |
0.56 |
| Theta: |
-0.11 |
| Omega: |
8.51 |
| Rho: |
0.20 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.55% |
| 1 Month |
|
|
+162.26% |
| 3 Months |
|
|
+139.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.34 |
| 1M High / 1M Low: |
1.59 |
0.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
