JP Morgan Call 210 PGR 17.01.2025
/ DE000JB9Y9F6
JP Morgan Call 210 PGR 17.01.2025/ DE000JB9Y9F6 /
| 7/10/2024 10:06:42 AM |
Chg.-0.07 |
Bid5:15:36 PM |
Ask5:15:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-3.45% |
2.02
Bid Size: 50,000 |
2.05
Ask Size: 50,000 |
Progressive Corporat... |
210.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
1/5/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-0.05 |
| Time value: |
2.04 |
| Break-even: |
214.59 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.10 |
| Spread %: |
5.15% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
5.46 |
| Rho: |
0.48 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.11% |
| 1 Month |
|
|
-15.52% |
| 3 Months |
|
|
-9.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.99 |
| 1M High / 1M Low: |
2.32 |
1.71 |
| 6M High / 6M Low: |
2.87 |
0.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.26% |
| Volatility 6M: |
|
113.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
