JP Morgan Call 205 PGR 17.01.2025
/ DE000JB9ELF6
JP Morgan Call 205 PGR 17.01.2025/ DE000JB9ELF6 /
9/10/2024 8:29:48 AM |
Chg.+0.08 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.82EUR |
+1.69% |
- 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: |
5.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.45 |
Intrinsic value: |
4.20 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
4.20 |
Time value: |
0.30 |
Break-even: |
230.71 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.09 |
Spread %: |
2.06% |
Delta: |
0.95 |
Theta: |
-0.03 |
Omega: |
4.81 |
Rho: |
0.61 |
Quote data
Open: |
4.82 |
High: |
4.82 |
Low: |
4.82 |
Previous Close: |
4.74 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.03% |
1 Month |
|
|
+79.18% |
3 Months |
|
|
+86.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.05 |
4.68 |
1M High / 1M Low: |
5.05 |
2.95 |
6M High / 6M Low: |
5.05 |
1.87 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.58% |
Volatility 6M: |
|
118.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |