JP Morgan Call 265 PGR 15.11.2024
/ DE000JK7KEX4
JP Morgan Call 265 PGR 15.11.2024/ DE000JK7KEX4 /
10/11/2024 11:32:13 AM |
Chg.-0.010 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-1.89% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
265.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK7KEX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
265.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/11/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.19 |
Parity: |
-1.00 |
Time value: |
0.63 |
Break-even: |
248.65 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
1.07 |
Spread abs.: |
0.06 |
Spread %: |
11.29% |
Delta: |
0.38 |
Theta: |
-0.15 |
Omega: |
14.01 |
Rho: |
0.08 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-34.18% |
3 Months |
|
|
+67.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.500 |
1M High / 1M Low: |
1.040 |
0.500 |
6M High / 6M Low: |
1.040 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.448 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.05% |
Volatility 6M: |
|
293.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |