JP Morgan Call 195 PGR 17.01.2025
/ DE000JB35499
JP Morgan Call 195 PGR 17.01.2025/ DE000JB35499 /
| 17/07/2024 11:12:40 |
Chg.+0.01 |
Bid12:53:44 |
Ask12:53:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
+0.37% |
2.72
Bid Size: 2,000 |
2.82
Ask Size: 2,000 |
Progressive Corporat... |
195.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JB3549 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
09/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.38 |
| Time value: |
1.21 |
| Break-even: |
204.73 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.14 |
| Spread %: |
5.62% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
5.23 |
| Rho: |
0.55 |
Quote data
| Open: |
2.70 |
| High: |
2.70 |
| Low: |
2.70 |
| Previous Close: |
2.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.88% |
| 1 Month |
|
|
+5.06% |
| 3 Months |
|
|
-15.09% |
| YTD |
|
|
+217.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.69 |
| 1M High / 1M Low: |
3.09 |
2.57 |
| 6M High / 6M Low: |
3.75 |
1.18 |
| High (YTD): |
22/04/2024 |
3.75 |
| Low (YTD): |
02/01/2024 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.69% |
| Volatility 6M: |
|
104.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
