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JP Morgan Call 160 PGR 17.01.2025/  DE000JL0EB14  /

EUWAX
11/15/2024  10:52:01 AM Chg.-0.55 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
9.19EUR -5.65% -
Bid Size: -		 -
Ask Size: -		 Progressive Corporat... 160.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.64
Leverage: Yes

Calculated values

Fair value: 8.38
Intrinsic value: 8.30
Implied volatility: 1.09
Historic volatility: 0.19
Parity: 8.30
Time value: 0.89
Break-even: 251.90
Moneyness: 1.52
Premium: 0.04
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -0.19
Omega: 2.32
Rho: 0.21
 

Quote data

Open: 9.19
High: 9.19
Low: 9.19
Previous Close: 9.74
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.72%
1 Month  
+7.23%
3 Months  
+23.03%
YTD  
+341.83%
1 Year  
+317.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.82 9.19
1M High / 1M Low: 9.82 7.68
6M High / 6M Low: 9.82 4.73
High (YTD): 11/13/2024 9.82
Low (YTD): 1/2/2024 2.24
52W High: 11/13/2024 9.82
52W Low: 12/14/2023 1.80
Avg. price 1W:   9.62
Avg. volume 1W:   0.00
Avg. price 1M:   8.67
Avg. volume 1M:   0.00
Avg. price 6M:   7.01
Avg. volume 6M:   0.00
Avg. price 1Y:   5.49
Avg. volume 1Y:   5.38
Volatility 1M:   77.56%
Volatility 6M:   78.42%
Volatility 1Y:   74.70%
Volatility 3Y:   -