JP Morgan Call 250 PGR 21.02.2025
/ DE000JT2UU79
JP Morgan Call 250 PGR 21.02.2025/ DE000JT2UU79 /
10/09/2024 10:31:28 |
Chg.+0.11 |
Bid18:15:35 |
Ask18:15:35 |
Underlying |
Strike price |
Expiration date |
Option type |
2.23EUR |
+5.19% |
2.14 Bid Size: 30,000 |
2.18 Ask Size: 30,000 |
Progressive Corporat... |
250.00 USD |
21/02/2025 |
Call |
Master data
WKN: |
JT2UU7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
21/02/2025 |
Issue date: |
27/06/2024 |
Last trading day: |
20/02/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
0.12 |
Time value: |
1.97 |
Break-even: |
247.38 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.09 |
Spread %: |
4.55% |
Delta: |
0.58 |
Theta: |
-0.07 |
Omega: |
6.35 |
Rho: |
0.50 |
Quote data
Open: |
2.23 |
High: |
2.23 |
Low: |
2.23 |
Previous Close: |
2.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.91% |
1 Month |
|
|
+120.79% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.32 |
2.12 |
1M High / 1M Low: |
2.32 |
1.08 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |