JP Morgan Call 480 GS 20.06.2025
/ DE000JB90U05
JP Morgan Call 480 GS 20.06.2025/ DE000JB90U05 /
| 11/11/2024 11:02:04 AM |
Chg.- |
Bid10:05:55 AM |
Ask10:05:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
- |
1.31
Bid Size: 50,000 |
1.33
Ask Size: 50,000 |
Goldman Sachs Group ... |
480.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JB90U0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/21/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.24 |
| Parity: |
1.15 |
| Time value: |
0.09 |
| Break-even: |
573.94 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
0.97 |
| Theta: |
-0.05 |
| Omega: |
4.45 |
| Rho: |
2.57 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+105.00% |
| 1 Month |
|
|
+123.64% |
| 3 Months |
|
|
+132.08% |
| YTD |
|
|
+583.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
0.60 |
| 1M High / 1M Low: |
1.25 |
0.60 |
| 6M High / 6M Low: |
1.25 |
0.30 |
| High (YTD): |
11/7/2024 |
1.25 |
| Low (YTD): |
1/26/2024 |
0.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.33% |
| Volatility 6M: |
|
160.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
