JP Morgan Call 255 PGR 20.06.2025
/ DE000JT0EVF4
JP Morgan Call 255 PGR 20.06.2025/ DE000JT0EVF4 /
| 11/15/2024 10:12:26 AM |
Chg.-0.21 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
-6.95% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
255.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT0EVF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
255.00 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: |
9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.07 |
| Time value: |
2.61 |
| Break-even: |
269.10 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.14 |
| Spread %: |
5.60% |
| Delta: |
0.58 |
| Theta: |
-0.07 |
| Omega: |
5.27 |
| Rho: |
0.68 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.81 |
| Previous Close: |
3.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.63% |
| 1 Month |
|
|
+14.23% |
| 3 Months |
|
|
+37.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.81 |
| 1M High / 1M Low: |
3.09 |
1.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
