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JP Morgan Call 175 PGR 17.01.2025/  DE000JL0EB48  /

EUWAX
2024-06-25  10:50:10 AM Chg.+0.10 Bid1:49:27 PM Ask1:49:27 PM Underlying Strike price Expiration date Option type
4.34EUR +2.36% 4.38
Bid Size: 2,000		 4.48
Ask Size: 2,000		 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: 4.38
Leverage: Yes

Calculated values

Fair value: 2.91
Intrinsic value: 2.13
Implied volatility: 0.56
Historic volatility: 0.24
Parity: 2.13
Time value: 2.35
Break-even: 219.80
Moneyness: 1.12
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.15
Spread %: 3.46%
Delta: 0.70
Theta: -0.08
Omega: 3.08
Rho: 0.53
 

Quote data

Open: 4.34
High: 4.34
Low: 4.34
Previous Close: 4.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month  
+13.61%
3 Months  
+2.12%
YTD  
+201.39%
1 Year  
+785.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.36 4.17
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:   4.29
Avg. volume 1W:   0.00
Avg. price 1M:   4.14
Avg. volume 1M:   0.00
Avg. price 6M:   3.57
Avg. volume 6M:   0.00
Avg. price 1Y:   2.28
Avg. volume 1Y:   0.00
Volatility 1M:   90.12%
Volatility 6M:   80.82%
Volatility 1Y:   151.91%
Volatility 3Y:   -