JP Morgan Call 260 PGR 17.01.2025
/ DE000JK4TNT1
JP Morgan Call 260 PGR 17.01.2025/ DE000JK4TNT1 /
| 9/26/2024 8:49:25 AM |
Chg.+0.08 |
Bid10:39:31 AM |
Ask10:39:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
+5.23% |
1.64
Bid Size: 2,000 |
1.73
Ask Size: 2,000 |
Progressive Corporat... |
260.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK4TNT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/19/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-0.27 |
| Time value: |
1.46 |
| Break-even: |
248.16 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.08 |
| Spread %: |
5.88% |
| Delta: |
0.53 |
| Theta: |
-0.07 |
| Omega: |
8.39 |
| Rho: |
0.33 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.04% |
| 1 Month |
|
|
+57.84% |
| 3 Months |
|
|
+215.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.46 |
| 1M High / 1M Low: |
1.77 |
1.02 |
| 6M High / 6M Low: |
1.77 |
0.35 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.78% |
| Volatility 6M: |
|
218.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
