JP Morgan Call 250 PGR 17.01.2025
/ DE000JK42XP7
JP Morgan Call 250 PGR 17.01.2025/ DE000JK42XP7 /
| 9/10/2024 8:23:54 AM |
Chg.+0.03 |
Bid9:54:51 AM |
Ask9:54:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+1.60% |
1.97
Bid Size: 2,000 |
2.06
Ask Size: 2,000 |
Progressive Corporat... |
250.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK42XP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.12 |
| Time value: |
1.71 |
| Break-even: |
244.85 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.08 |
| Spread %: |
4.66% |
| Delta: |
0.57 |
| Theta: |
-0.07 |
| Omega: |
7.15 |
| Rho: |
0.40 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
+140.51% |
| 3 Months |
|
|
+123.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.84 |
| 1M High / 1M Low: |
2.09 |
0.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
