JP Morgan Call 205 PGR 17.01.2025
/ DE000JB9ELF6
JP Morgan Call 205 PGR 17.01.2025/ DE000JB9ELF6 /
11/15/2024 8:26:12 AM |
Chg.-0.44 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.09EUR |
-7.96% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
205.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
1/3/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.93 |
Intrinsic value: |
4.82 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
4.82 |
Time value: |
0.13 |
Break-even: |
244.21 |
Moneyness: |
1.25 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.14 |
Spread %: |
2.96% |
Delta: |
0.98 |
Theta: |
-0.03 |
Omega: |
4.80 |
Rho: |
0.32 |
Quote data
Open: |
5.09 |
High: |
5.09 |
Low: |
5.09 |
Previous Close: |
5.53 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.80% |
1 Month |
|
|
+2.00% |
3 Months |
|
|
+32.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.54 |
5.09 |
1M High / 1M Low: |
5.54 |
3.78 |
6M High / 6M Low: |
5.54 |
1.87 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.55 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.43% |
Volatility 6M: |
|
119.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |