JP Morgan Call 440 GS 18.10.2024
/ DE000JK08703
JP Morgan Call 440 GS 18.10.2024/ DE000JK08703 /
| 2024-07-30 9:28:54 AM |
Chg.-0.060 |
Bid7:25:31 PM |
Ask7:25:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-9.52% |
0.680
Bid Size: 150,000 |
0.690
Ask Size: 150,000 |
Goldman Sachs Group ... |
440.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK0870 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
0.49 |
| Time value: |
0.04 |
| Break-even: |
459.37 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.95 |
| Theta: |
-0.06 |
| Omega: |
8.21 |
| Rho: |
0.83 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+111.11% |
| 3 Months |
|
|
+147.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.510 |
| 1M High / 1M Low: |
0.650 |
0.310 |
| 6M High / 6M Low: |
0.650 |
0.089 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.05% |
| Volatility 6M: |
|
196.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
