JP Morgan Call 195 PGR 17.01.2025
/ DE000JB35499
JP Morgan Call 195 PGR 17.01.2025/ DE000JB35499 /
| 9/25/2024 11:14:04 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.95EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
195.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/26/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.19 |
| Parity: |
3.74 |
| Time value: |
2.33 |
| Break-even: |
255.70 |
| Moneyness: |
1.19 |
| Premium: |
0.10 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.10 |
| Spread %: |
1.68% |
| Delta: |
0.74 |
| Theta: |
-0.19 |
| Omega: |
2.82 |
| Rho: |
0.29 |
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 |
|
|
+6.25% |
| 3 Months |
|
|
+93.81% |
| YTD |
|
|
+600.00% |
| 1 Year |
|
|
+1022.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.24 |
5.51 |
| 6M High / 6M Low: |
6.24 |
2.39 |
| High (YTD): |
9/23/2024 |
6.24 |
| Low (YTD): |
1/2/2024 |
0.84 |
| 52W High: |
9/23/2024 |
6.24 |
| 52W Low: |
10/13/2023 |
0.52 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.60 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.80% |
| Volatility 6M: |
|
120.10% |
| Volatility 1Y: |
|
134.18% |
| Volatility 3Y: |
|
- |
