JP Morgan Call 275 PGR 15.11.2024
/ DE000JT4YZU4
JP Morgan Call 275 PGR 15.11.2024/ DE000JT4YZU4 /
| 10/16/2024 12:54:49 PM |
Chg.-0.060 |
Bid5:23:28 PM |
Ask5:23:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-28.57% |
0.190
Bid Size: 20,000 |
0.220
Ask Size: 20,000 |
Progressive Corporat... |
275.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JT4YZU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
7/15/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
85.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
-2.15 |
| Time value: |
0.27 |
| Break-even: |
255.38 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
2.36 |
| Spread abs.: |
0.10 |
| Spread %: |
58.82% |
| Delta: |
0.21 |
| Theta: |
-0.12 |
| Omega: |
18.19 |
| Rho: |
0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.61% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-42.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.210 |
| 1M High / 1M Low: |
0.690 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.293 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
