JP Morgan Call 290 PGR 16.01.2026
/ DE000JT3L1N0
JP Morgan Call 290 PGR 16.01.2026/ DE000JT3L1N0 /
9/10/2024 10:17:16 AM |
Chg.+0.11 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.46EUR |
+4.68% |
2.45 Bid Size: 30,000 |
2.55 Ask Size: 30,000 |
Progressive Corporat... |
290.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JT3L1N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
6/24/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
-3.51 |
Time value: |
2.72 |
Break-even: |
289.99 |
Moneyness: |
0.87 |
Premium: |
0.27 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.30 |
Spread %: |
12.40% |
Delta: |
0.48 |
Theta: |
-0.04 |
Omega: |
4.04 |
Rho: |
1.12 |
Quote data
Open: |
2.46 |
High: |
2.46 |
Low: |
2.46 |
Previous Close: |
2.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.65% |
1 Month |
|
|
+76.98% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.49 |
2.35 |
1M High / 1M Low: |
2.49 |
1.48 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |