JP Morgan Call 470 GS 20.09.2024
/ DE000JK4XUM3
JP Morgan Call 470 GS 20.09.2024/ DE000JK4XUM3 /
2024-09-05 11:42:16 AM |
Chg.+0.030 |
Bid2:39:03 PM |
Ask2:39:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+15.00% |
0.230 Bid Size: 50,000 |
0.240 Ask Size: 50,000 |
Goldman Sachs Group ... |
470.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JK4XUM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
470.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-25 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
0.19 |
Time value: |
0.05 |
Break-even: |
448.18 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
0.75 |
Theta: |
-0.36 |
Omega: |
13.84 |
Rho: |
0.13 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.13% |
1 Month |
|
|
+53.33% |
3 Months |
|
|
+43.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.200 |
1M High / 1M Low: |
0.380 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.328 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |