JP Morgan Call 360 GOS 20.06.2025
/ DE000JL7B0C0
JP Morgan Call 360 GOS 20.06.2025/ DE000JL7B0C0 /
| 19/06/2024 11:35:55 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
360.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
JL7B0C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
03/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.19 |
| Parity: |
0.69 |
| Time value: |
0.45 |
| Break-even: |
474.00 |
| Moneyness: |
1.19 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
5.56% |
| Delta: |
0.76 |
| Theta: |
-0.10 |
| Omega: |
2.85 |
| Rho: |
2.02 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.80% |
| 3 Months |
|
|
+48.65% |
| YTD |
|
|
+77.42% |
| 1 Year |
|
|
+307.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.10 |
0.99 |
| 6M High / 6M Low: |
1.19 |
0.53 |
| High (YTD): |
20/05/2024 |
1.19 |
| Low (YTD): |
29/01/2024 |
0.53 |
| 52W High: |
20/05/2024 |
1.19 |
| 52W Low: |
27/10/2023 |
0.20 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
58.12% |
| Volatility 6M: |
|
83.18% |
| Volatility 1Y: |
|
100.59% |
| Volatility 3Y: |
|
- |
