JP Morgan Call 205 PGR 17.01.2025/  DE000JB9ELF6  /

EUWAX
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:   -