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JP Morgan Call 165 PGR 17.01.2025/  DE000JL0EB22  /

EUWAX
2024-06-20  10:55:00 AM Chg.0.00 Bid4:04:48 PM Ask4:04:48 PM Underlying Strike price Expiration date Option type
5.10EUR 0.00% 5.07
Bid Size: 30,000		 5.11
Ask Size: 30,000		 Progressive Corporat... 165.00 - 2025-01-17 Call
 

Master data

WKN: JL0EB2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 3.68
Intrinsic value: 3.11
Implied volatility: 0.61
Historic volatility: 0.24
Parity: 3.11
Time value: 2.16
Break-even: 217.70
Moneyness: 1.19
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.20
Spread %: 3.94%
Delta: 0.74
Theta: -0.08
Omega: 2.76
Rho: 0.54
 

Quote data

Open: 5.10
High: 5.10
Low: 5.10
Previous Close: 5.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.44%
1 Month  
+3.03%
3 Months  
+3.87%
YTD  
+175.68%
1 Year  
+764.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.10 4.38
1M High / 1M Low: 5.28 4.35
6M High / 6M Low: 5.87 1.72
High (YTD): 2024-04-22 5.87
Low (YTD): 2024-01-02 2.00
52W High: 2024-04-22 5.87
52W Low: 2023-07-14 0.29
Avg. price 1W:   4.73
Avg. volume 1W:   0.00
Avg. price 1M:   4.85
Avg. volume 1M:   0.00
Avg. price 6M:   4.13
Avg. volume 6M:   0.00
Avg. price 1Y:   2.69
Avg. volume 1Y:   0.00
Volatility 1M:   79.49%
Volatility 6M:   71.82%
Volatility 1Y:   155.95%
Volatility 3Y:   -