JP Morgan Call 195 PGR 17.01.2025
/ DE000JB35499
JP Morgan Call 195 PGR 17.01.2025/ DE000JB35499 /
| 25/09/2024 11:14:04 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.95EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
195.00 - |
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 - |
| Maturity: |
17/01/2025 |
| Issue date: |
09/10/2023 |
| Last trading day: |
26/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
3.71 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.18 |
| Parity: |
3.71 |
| Time value: |
2.36 |
| Break-even: |
255.70 |
| Moneyness: |
1.19 |
| Premium: |
0.10 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.10 |
| Spread %: |
1.68% |
| Delta: |
0.73 |
| Theta: |
-0.20 |
| Omega: |
2.81 |
| Rho: |
0.27 |
Quote data
| Open: |
5.95 |
| High: |
5.95 |
| Low: |
5.95 |
| Previous Close: |
6.00 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.46% |
| 3 Months |
|
|
+60.81% |
| YTD |
|
|
+600.00% |
| 1 Year |
|
|
+408.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.24 |
5.80 |
| 6M High / 6M Low: |
6.24 |
2.39 |
| High (YTD): |
23/09/2024 |
6.24 |
| Low (YTD): |
02/01/2024 |
0.84 |
| 52W High: |
23/09/2024 |
6.24 |
| 52W Low: |
18/12/2023 |
0.70 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.64 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
89.54% |
| Volatility 6M: |
|
122.23% |
| Volatility 1Y: |
|
110.89% |
| Volatility 3Y: |
|
- |
