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JP Morgan Call 160 PGR 17.01.2025/  DE000JL0EB14  /

EUWAX
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:   -