JP Morgan Call 410 GOS 19.12.2025/  DE000JK4SZG4  /

EUWAX
7/1/2024  3:01:57 PM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.840EUR - -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 410.00 - 12/19/2025 Call
 

Master data

WKN: JK4SZG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 410.00 -
Maturity: 12/19/2025
Issue date: 3/4/2024
Last trading day: 7/2/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.90
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.45
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.45
Time value: 0.48
Break-even: 503.00
Moneyness: 1.11
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.20%
Delta: 0.74
Theta: -0.07
Omega: 3.62
Rho: 3.39
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.810
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.70%
3 Months  
+18.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.840 0.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.840
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -