JP Morgan Call 175 PGR 17.01.2025
/ DE000JL0EB48
JP Morgan Call 175 PGR 17.01.2025/ DE000JL0EB48 /
| 2024-07-02 9:58:03 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
175.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL0EB4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-17 |
| Last trading day: |
2024-07-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.20 |
| Parity: |
2.44 |
| Time value: |
1.87 |
| Break-even: |
218.10 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
3.61% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
3.33 |
| Rho: |
0.47 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
4.15 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.17% |
| 3 Months |
|
|
-1.65% |
| YTD |
|
|
+188.89% |
| 1 Year |
|
|
+732.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.16 |
4.15 |
| 6M High / 6M Low: |
5.12 |
2.39 |
| High (YTD): |
2024-04-22 |
5.12 |
| Low (YTD): |
2024-01-02 |
1.57 |
| 52W High: |
2024-04-22 |
5.12 |
| 52W Low: |
2023-08-14 |
0.45 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
79.25% |
| Volatility 1Y: |
|
139.23% |
| Volatility 3Y: |
|
- |
