JP Morgan Call 210 PGR 20.06.2025
/ DE000JT0DKB8
JP Morgan Call 210 PGR 20.06.2025/ DE000JT0DKB8 /
| 11/15/2024 10:11:58 AM |
Chg.-0.30 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.70EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
210.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT0DKB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
4.35 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
4.35 |
| Time value: |
1.33 |
| Break-even: |
256.27 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
2.71% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
3.43 |
| Rho: |
0.82 |
Quote data
| Open: |
5.70 |
| High: |
5.70 |
| Low: |
5.70 |
| Previous Close: |
6.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+2.15% |
| 3 Months |
|
|
+32.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.08 |
5.70 |
| 1M High / 1M Low: |
6.08 |
4.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
