JP Morgan Call 275 PGR 17.01.2025
/ DE000JT202P9
JP Morgan Call 275 PGR 17.01.2025/ DE000JT202P9 /
2024-08-05 8:29:13 AM |
Chg.+0.030 |
Bid3:05:16 PM |
Ask3:05:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+11.54% |
0.280 Bid Size: 2,000 |
0.430 Ask Size: 2,000 |
Progressive Corporat... |
275.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
JT202P |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
275.00 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: |
36.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.20 |
Parity: |
-5.32 |
Time value: |
0.54 |
Break-even: |
257.44 |
Moneyness: |
0.79 |
Premium: |
0.29 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.20 |
Spread %: |
58.82% |
Delta: |
0.22 |
Theta: |
-0.05 |
Omega: |
8.01 |
Rho: |
0.17 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.38% |
1 Month |
|
|
-6.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.250 |
1M High / 1M Low: |
0.460 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.306 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
421.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |