JP Morgan Call 275 PGR 17.01.2025
/ DE000JT202P9
JP Morgan Call 275 PGR 17.01.2025/ DE000JT202P9 /
06/08/2024 08:33:53 |
Chg.+0.030 |
Bid13:23:42 |
Ask13:23:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+10.34% |
0.310 Bid Size: 2,000 |
0.460 Ask Size: 2,000 |
Progressive Corporat... |
275.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
25/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.20 |
Parity: |
-5.85 |
Time value: |
0.79 |
Break-even: |
259.03 |
Moneyness: |
0.77 |
Premium: |
0.34 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.50 |
Spread %: |
172.41% |
Delta: |
0.26 |
Theta: |
-0.06 |
Omega: |
6.25 |
Rho: |
0.19 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.52% |
1 Month |
|
|
+3.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
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: |
|
0.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.305 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
419.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |