JP Morgan Call 170 PGR 15.11.2024
/ DE000JK0F4T1
JP Morgan Call 170 PGR 15.11.2024/ DE000JK0F4T1 /
| 2024-06-10 12:41:45 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.61EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
170.00 - |
2024-11-15 |
Call |
Master data
| WKN: |
JK0F4T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-06-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.24 |
| Parity: |
2.63 |
| Time value: |
1.95 |
| Break-even: |
215.80 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.15 |
| Spread %: |
3.39% |
| Delta: |
0.72 |
| Theta: |
-0.10 |
| Omega: |
3.10 |
| Rho: |
0.39 |
Quote data
| Open: |
4.61 |
| High: |
4.61 |
| Low: |
4.61 |
| Previous Close: |
4.63 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.47% |
| 3 Months |
|
|
+6.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.64 |
3.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
