JP Morgan Call 250 PGR 17.01.2025
/ DE000JK42XP7
JP Morgan Call 250 PGR 17.01.2025/ DE000JK42XP7 /
| 2024-05-24 8:17:01 AM |
Chg.- |
Bid11:04:41 AM |
Ask11:04:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
- |
0.550
Bid Size: 1,000 |
0.750
Ask Size: 1,000 |
Progressive Corporat... |
250.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-4.25 |
| Time value: |
0.65 |
| Break-even: |
236.94 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.14 |
| Spread %: |
27.27% |
| Delta: |
0.26 |
| Theta: |
-0.04 |
| Omega: |
7.71 |
| Rho: |
0.28 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.97% |
| 1 Month |
|
|
-41.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.570 |
| 1M High / 1M Low: |
1.100 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
