JP Morgan Call 160 PGR 17.01.2025
/ DE000JL0EB14
JP Morgan Call 160 PGR 17.01.2025/ DE000JL0EB14 /
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: |
|
- |