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JP Morgan Call 175 PGR 17.01.2025/  DE000JL0EB48  /

EUWAX
2024-06-21  10:36:23 AM Chg.+0.01 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
4.36EUR +0.23% -
Bid Size: -		 -
Ask Size: -		 Progressive Corporat... 175.00 - 2025-01-17 Call
 

Master data

WKN: JL0EB4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.46
Leverage: Yes

Calculated values

Fair value: 2.87
Intrinsic value: 2.06
Implied volatility: 0.55
Historic volatility: 0.24
Parity: 2.06
Time value: 2.33
Break-even: 218.90
Moneyness: 1.12
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.15
Spread %: 3.54%
Delta: 0.70
Theta: -0.08
Omega: 3.12
Rho: 0.53
 

Quote data

Open: 4.36
High: 4.36
Low: 4.36
Previous Close: 4.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.92%
1 Month  
+14.14%
3 Months  
+1.40%
YTD  
+202.78%
1 Year  
+789.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.36 4.04
1M High / 1M Low: 4.53 3.63
6M High / 6M Low: 5.12 1.38
High (YTD): 2024-04-22 5.12
Low (YTD): 2024-01-02 1.57
52W High: 2024-04-22 5.12
52W Low: 2023-07-13 0.25
Avg. price 1W:   4.25
Avg. volume 1W:   0.00
Avg. price 1M:   4.12
Avg. volume 1M:   0.00
Avg. price 6M:   3.57
Avg. volume 6M:   0.00
Avg. price 1Y:   2.27
Avg. volume 1Y:   0.00
Volatility 1M:   89.39%
Volatility 6M:   80.96%
Volatility 1Y:   152.15%
Volatility 3Y:   -