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JP Morgan Call 170 PGR 17.01.2025/  DE000JL0EB30  /

EUWAX
2024-06-20  10:55:00 AM Chg.0.00 Bid2:01:56 PM Ask2:01:56 PM Underlying Strike price Expiration date Option type
4.72EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Progressive Corporat... 170.00 - 2025-01-17 Call
 

Master data

WKN: JL0EB3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.01
Leverage: Yes

Calculated values

Fair value: 3.28
Intrinsic value: 2.61
Implied volatility: 0.59
Historic volatility: 0.24
Parity: 2.61
Time value: 2.28
Break-even: 218.90
Moneyness: 1.15
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.20
Spread %: 4.26%
Delta: 0.72
Theta: -0.08
Omega: 2.90
Rho: 0.54
 

Quote data

Open: 4.72
High: 4.72
Low: 4.72
Previous Close: 4.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.41%
1 Month  
+3.06%
3 Months  
+3.51%
YTD  
+187.80%
1 Year  
+883.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.72 4.02
1M High / 1M Low: 4.90 3.98
6M High / 6M Low: 5.49 1.52
High (YTD): 2024-04-22 5.49
Low (YTD): 2024-01-02 1.78
52W High: 2024-04-22 5.49
52W Low: 2023-07-14 0.24
Avg. price 1W:   4.36
Avg. volume 1W:   0.00
Avg. price 1M:   4.47
Avg. volume 1M:   0.00
Avg. price 6M:   3.81
Avg. volume 6M:   0.00
Avg. price 1Y:   2.45
Avg. volume 1Y:   0.00
Volatility 1M:   84.71%
Volatility 6M:   76.16%
Volatility 1Y:   162.72%
Volatility 3Y:   -