JP Morgan Call 440 GS 20.12.2024
/ DE000JK1HCY5
JP Morgan Call 440 GS 20.12.2024/ DE000JK1HCY5 /
| 7/30/2024 9:39:00 AM |
Chg.-0.060 |
Bid1:28:14 PM |
Ask1:28:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-8.70% |
0.630
Bid Size: 50,000 |
0.640
Ask Size: 50,000 |
Goldman Sachs Group ... |
440.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK1HCY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/17/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.49 |
| Time value: |
0.15 |
| Break-even: |
470.68 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
5.68 |
| Rho: |
1.17 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+85.29% |
| 3 Months |
|
|
+110.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.570 |
| 1M High / 1M Low: |
0.710 |
0.380 |
| 6M High / 6M Low: |
0.710 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.310 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.47% |
| Volatility 6M: |
|
157.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
