JP Morgan Call 460 GS 20.12.2024
/ DE000JK1HD02
JP Morgan Call 460 GS 20.12.2024/ DE000JK1HD02 /
| 30/07/2024 09:39:02 |
Chg.-0.050 |
Bid17:03:11 |
Ask17:03:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-9.26% |
0.590
Bid Size: 200,000 |
0.600
Ask Size: 200,000 |
Goldman Sachs Group ... |
460.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK1HD0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.30 |
| Time value: |
0.16 |
| Break-even: |
471.38 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
7.39 |
| Rho: |
1.16 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
+104.17% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.440 |
| 1M High / 1M Low: |
0.570 |
0.280 |
| 6M High / 6M Low: |
0.570 |
0.084 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.83% |
| Volatility 6M: |
|
172.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
