JP Morgan Call 420 GOS 16.01.2026
/ DE000JK43VJ2
JP Morgan Call 420 GOS 16.01.2026/ DE000JK43VJ2 /
13/08/2024 11:31:08 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
- |
- Bid Size: - |
- Ask Size: - |
GOLDMAN SACHS GRP IN... |
420.00 - |
16/01/2026 |
Call |
Master data
WKN: |
JK43VJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
GOLDMAN SACHS GRP INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 - |
Maturity: |
16/01/2026 |
Issue date: |
01/03/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.41 |
Historic volatility: |
0.20 |
Parity: |
0.19 |
Time value: |
0.81 |
Break-even: |
520.00 |
Moneyness: |
1.05 |
Premium: |
0.18 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.04% |
Delta: |
0.67 |
Theta: |
-0.10 |
Omega: |
2.93 |
Rho: |
2.63 |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.990 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+16.47% |
3 Months |
|
|
+17.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.020 |
0.850 |
6M High / 6M Low: |
1.150 |
0.410 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.945 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.753 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.89% |
Volatility 6M: |
|
94.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |