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JP Morgan Call 160 PGR 17.01.2025/  DE000JL0EB14  /

EUWAX
10/09/2024  10:51:47 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: 2.69
Leverage: Yes

Calculated values

Fair value: 6.97
Intrinsic value: 6.77
Implied volatility: 0.91
Historic volatility: 0.19
Parity: 6.77
Time value: 1.70
Break-even: 244.70
Moneyness: 1.42
Premium: 0.07
Premium p.a.: 0.23
Spread abs.: -0.09
Spread %: -1.05%
Delta: 0.83
Theta: -0.13
Omega: 2.23
Rho: 0.37
 

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
  -0.69%
1 Month  
+43.98%
3 Months  
+56.26%
YTD  
+313.94%
1 Year  
+542.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.72 8.37
1M High / 1M Low: 8.72 6.25
6M High / 6M Low: 8.72 4.70
High (YTD): 05/09/2024 8.72
Low (YTD): 02/01/2024 2.24
52W High: 05/09/2024 8.72
52W Low: 11/09/2023 1.26
Avg. price 1W:   8.58
Avg. volume 1W:   0.00
Avg. price 1M:   7.77
Avg. volume 1M:   0.00
Avg. price 6M:   5.86
Avg. volume 6M:   0.00
Avg. price 1Y:   4.21
Avg. volume 1Y:   5.36
Volatility 1M:   75.91%
Volatility 6M:   78.42%
Volatility 1Y:   90.02%
Volatility 3Y:   -