JP Morgan Call 470 GOS 20.12.2024
/ DE000JK2DAN9
JP Morgan Call 470 GOS 20.12.2024/ DE000JK2DAN9 /
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: |
|
- |