JP Morgan Call 450 GS 15.11.2024
/ DE000JK1DFJ8
JP Morgan Call 450 GS 15.11.2024/ DE000JK1DFJ8 /
| 11/12/2024 11:00:01 AM |
Chg.-0.02 |
Bid2:20:22 PM |
Ask2:20:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-1.36% |
1.45
Bid Size: 7,500 |
-
Ask Size: - |
Goldman Sachs Group ... |
450.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
2.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.43 |
| Time value: |
0.04 |
| Break-even: |
569.02 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.03 |
| Spread %: |
2.08% |
| Delta: |
0.93 |
| Theta: |
-2.71 |
| Omega: |
3.58 |
| Rho: |
0.03 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+145.76% |
| 1 Month |
|
|
+168.52% |
| 3 Months |
|
|
+178.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
0.59 |
| 1M High / 1M Low: |
1.47 |
0.59 |
| 6M High / 6M Low: |
1.47 |
0.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
466.73% |
| Volatility 6M: |
|
236.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
