JP Morgan Call 450 GOS 21.03.2025
/ DE000JK5VGN1
JP Morgan Call 450 GOS 21.03.2025/ DE000JK5VGN1 /
| 11/7/2024 8:25:26 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
450.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
JK5VGN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
11/8/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
1.15 |
| Time value: |
0.15 |
| Break-even: |
580.00 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.87 |
| Theta: |
-0.14 |
| Omega: |
3.76 |
| Rho: |
1.27 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+101.41% |
| 1 Month |
|
|
+113.43% |
| 3 Months |
|
|
+126.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
0.71 |
| 1M High / 1M Low: |
1.43 |
0.71 |
| 6M High / 6M Low: |
1.43 |
0.37 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.16% |
| Volatility 6M: |
|
153.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
