JP Morgan Call 320 PGR 21.02.2025
/ DE000JT896R4
JP Morgan Call 320 PGR 21.02.2025/ DE000JT896R4 /
| 2025-01-15 9:54:27 AM |
Chg.+0.002 |
Bid7:11:53 PM |
Ask7:11:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
+100.00% |
0.002
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
Progressive Corporat... |
320.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JT896R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-09-11 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
79.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.20 |
| Parity: |
-7.79 |
| Time value: |
0.29 |
| Break-even: |
313.40 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
17.91 |
| Spread abs.: |
0.29 |
| Spread %: |
9,900.00% |
| Delta: |
0.12 |
| Theta: |
-0.15 |
| Omega: |
9.86 |
| Rho: |
0.03 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-88.89% |
| 3 Months |
|
|
-97.78% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.003 |
0.001 |
| 1M High / 1M Low: |
0.031 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-09 |
0.003 |
| Low (YTD): |
2025-01-13 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
727.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
