JP Morgan Call 460 GS 18.10.2024
/ DE000JK2S3D0
JP Morgan Call 460 GS 18.10.2024/ DE000JK2S3D0 /
2024-08-14 9:02:39 AM |
Chg.+0.030 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+8.11% |
- Bid Size: - |
- Ask Size: - |
Goldman Sachs Group ... |
460.00 USD |
2024-10-18 |
Call |
Master data
WKN: |
JK2S3D |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-02-14 |
Last trading day: |
2024-10-17 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.29 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
0.29 |
Time value: |
0.12 |
Break-even: |
459.33 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
0.74 |
Theta: |
-0.17 |
Omega: |
8.10 |
Rho: |
0.52 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.03% |
1 Month |
|
|
+17.65% |
3 Months |
|
|
+66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.310 |
1M High / 1M Low: |
0.550 |
0.240 |
6M High / 6M Low: |
0.550 |
0.057 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.206 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
278.25% |
Volatility 6M: |
|
232.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |