JP Morgan Call 450 GS 15.11.2024
/ DE000JK1DFJ8
JP Morgan Call 450 GS 15.11.2024/ DE000JK1DFJ8 /
30/07/2024 12:29:41 |
Chg.-0.070 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-11.86% |
- Bid Size: - |
- Ask Size: - |
Goldman Sachs Group ... |
450.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JK1DFJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
25/01/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
0.39 |
Time value: |
0.10 |
Break-even: |
465.84 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
0.81 |
Theta: |
-0.10 |
Omega: |
7.43 |
Rho: |
0.95 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
+85.71% |
3 Months |
|
|
+126.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.490 |
1M High / 1M Low: |
0.610 |
0.300 |
6M High / 6M Low: |
0.610 |
0.091 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.528 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.462 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.254 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.51% |
Volatility 6M: |
|
191.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |