JP Morgan Call 210 PGR 17.01.2025
/ DE000JB9Y9F6
JP Morgan Call 210 PGR 17.01.2025/ DE000JB9Y9F6 /
| 11/11/2024 10:04:00 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.06EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
210.00 - |
17/01/2025 |
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 - |
| Maturity: |
17/01/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
11/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.19 |
| Parity: |
3.74 |
| Time value: |
1.32 |
| Break-even: |
260.60 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
-0.14 |
| Spread %: |
-2.69% |
| Delta: |
0.76 |
| Theta: |
-0.19 |
| Omega: |
3.73 |
| Rho: |
0.24 |
Quote data
| Open: |
5.06 |
| High: |
5.06 |
| Low: |
5.06 |
| Previous Close: |
4.46 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.90% |
| 1 Month |
|
|
+8.82% |
| 3 Months |
|
|
+89.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.06 |
4.46 |
| 1M High / 1M Low: |
5.06 |
3.36 |
| 6M High / 6M Low: |
5.06 |
1.65 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.22% |
| Volatility 6M: |
|
143.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
