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: |
|
- |
