JP Morgan Call 205 PGR 17.01.2025
/ DE000JB9ELF6
JP Morgan Call 205 PGR 17.01.2025/ DE000JB9ELF6 /
| 2024-08-05 8:22:57 AM |
Chg.+0.03 |
Bid5:29:14 PM |
Ask5:29:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
+1.26% |
2.21
Bid Size: 50,000 |
2.24
Ask Size: 50,000 |
Progressive Corporat... |
205.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB9ELF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
1.09 |
| Time value: |
1.42 |
| Break-even: |
213.00 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.14 |
| Spread %: |
5.79% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
5.29 |
| Rho: |
0.49 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.41 |
| Previous Close: |
2.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.86% |
| 1 Month |
|
|
+2.99% |
| 3 Months |
|
|
-8.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
2.28 |
| 1M High / 1M Low: |
3.10 |
2.16 |
| 6M High / 6M Low: |
3.10 |
1.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.76% |
| Volatility 6M: |
|
115.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
