JP Morgan Call 210 PGR 17.01.2025
/ DE000JB9Y9F6
JP Morgan Call 210 PGR 17.01.2025/ DE000JB9Y9F6 /
| 2024-08-01 9:58:12 AM |
Chg.-0.24 |
Bid3:02:59 PM |
Ask3:02:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
-10.81% |
2.13
Bid Size: 2,000 |
2.23
Ask Size: 2,000 |
Progressive Corporat... |
210.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB9Y9F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
0.38 |
| Time value: |
1.66 |
| Break-even: |
214.43 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.14 |
| Spread %: |
7.28% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
5.90 |
| Rho: |
0.46 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-0.50% |
| 3 Months |
|
|
-9.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
2.09 |
| 1M High / 1M Low: |
2.78 |
1.88 |
| 6M High / 6M Low: |
2.87 |
1.03 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.56% |
| Volatility 6M: |
|
129.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
