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: |
|
- |
