JP Morgan Call 160 PGR 17.01.2025
/ DE000JL0EB14
JP Morgan Call 160 PGR 17.01.2025/ DE000JL0EB14 /
11/10/2024 10:58:19 |
Chg.+0.14 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
8.61EUR |
+1.65% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
160.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL0EB1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
17/01/2025 |
Issue date: |
17/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.37 |
Intrinsic value: |
7.24 |
Implied volatility: |
0.98 |
Historic volatility: |
0.19 |
Parity: |
7.24 |
Time value: |
1.37 |
Break-even: |
246.10 |
Moneyness: |
1.45 |
Premium: |
0.06 |
Premium p.a.: |
0.24 |
Spread abs.: |
-0.19 |
Spread %: |
-2.16% |
Delta: |
0.84 |
Theta: |
-0.15 |
Omega: |
2.28 |
Rho: |
0.29 |
Quote data
Open: |
8.61 |
High: |
8.61 |
Low: |
8.61 |
Previous Close: |
8.47 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.92% |
1 Month |
|
|
+2.38% |
3 Months |
|
|
+53.75% |
YTD |
|
|
+313.94% |
1 Year |
|
|
+455.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.03 |
8.04 |
1M High / 1M Low: |
9.24 |
8.04 |
6M High / 6M Low: |
9.24 |
4.73 |
High (YTD): |
23/09/2024 |
9.24 |
Low (YTD): |
02/01/2024 |
2.24 |
52W High: |
23/09/2024 |
9.24 |
52W Low: |
13/10/2023 |
1.55 |
Avg. price 1W: |
|
8.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.89 |
Avg. volume 1Y: |
|
5.38 |
Volatility 1M: |
|
65.36% |
Volatility 6M: |
|
80.30% |
Volatility 1Y: |
|
89.71% |
Volatility 3Y: |
|
- |