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: |
|
- |
