JP Morgan Call 420 GOS 15.11.2024
/ DE000JK1DFF6
JP Morgan Call 420 GOS 15.11.2024/ DE000JK1DFF6 /
| 2024-07-29 11:59:38 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
420.00 - |
2024-11-15 |
Call |
Master data
| WKN: |
JK1DFF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-07-29 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.19 |
| Parity: |
0.35 |
| Time value: |
0.49 |
| Break-even: |
504.00 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.67 |
| Theta: |
-0.30 |
| Omega: |
3.62 |
| Rho: |
0.65 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.57% |
| 1 Month |
|
|
+84.44% |
| 3 Months |
|
|
+124.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.700 |
| 1M High / 1M Low: |
0.850 |
0.490 |
| 6M High / 6M Low: |
0.850 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.15% |
| Volatility 6M: |
|
155.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
