JP Morgan Call 470 GOS 20.12.2024/  DE000JK2DAN9  /

EUWAX
11/8/2024  9:13:44 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.06EUR - -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 470.00 - 12/20/2024 Call
 

Master data

WKN: JK2DAN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 12/20/2024
Issue date: 2/14/2024
Last trading day: 11/8/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.80
Implied volatility: 0.85
Historic volatility: 0.24
Parity: 0.80
Time value: 0.26
Break-even: 576.00
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.54
Spread abs.: -0.01
Spread %: -0.93%
Delta: 0.76
Theta: -0.63
Omega: 3.96
Rho: 0.34
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.20
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+130.43%
1 Month  
+146.51%
3 Months  
+152.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 0.46
1M High / 1M Low: 1.20 0.46
6M High / 6M Low: 1.20 0.20
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.88
Avg. volume 1W:   0.00
Avg. price 1M:   0.61
Avg. volume 1M:   0.00
Avg. price 6M:   0.39
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.62%
Volatility 6M:   214.24%
Volatility 1Y:   -
Volatility 3Y:   -