JP Morgan Call 200 PGR 17.01.2025
/ DE000JB36Z07
JP Morgan Call 200 PGR 17.01.2025/ DE000JB36Z07 /
| 2024-08-02 9:11:38 AM |
Chg.+0.12 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
+4.72% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
200.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB36Z0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
1.55 |
| Time value: |
1.22 |
| Break-even: |
211.07 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.14 |
| Spread %: |
5.21% |
| Delta: |
0.71 |
| Theta: |
-0.06 |
| Omega: |
5.07 |
| Rho: |
0.52 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.14% |
| 1 Month |
|
|
+3.91% |
| 3 Months |
|
|
-7.96% |
| YTD |
|
|
+259.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.54 |
| 1M High / 1M Low: |
3.40 |
2.46 |
| 6M High / 6M Low: |
3.45 |
1.44 |
| High (YTD): |
2024-04-22 |
3.45 |
| Low (YTD): |
2024-01-02 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.68% |
| Volatility 6M: |
|
97.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
