JP Morgan Call 270 PGR 17.01.2025
/ DE000JT202N4
JP Morgan Call 270 PGR 17.01.2025/ DE000JT202N4 /
| 2024-08-05 8:29:13 AM |
Chg.+0.040 |
Bid3:11:39 PM |
Ask3:11:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+12.90% |
0.360
Bid Size: 2,000 |
0.510
Ask Size: 2,000 |
Progressive Corporat... |
270.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JT202N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
-4.86 |
| Time value: |
0.55 |
| Break-even: |
252.96 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.18 |
| Spread %: |
50.00% |
| Delta: |
0.23 |
| Theta: |
-0.05 |
| Omega: |
8.22 |
| Rho: |
0.18 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
-5.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.300 |
| 1M High / 1M Low: |
0.540 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
