JP Morgan Call 480 GS 20.06.2025
/ DE000JB90U05
JP Morgan Call 480 GS 20.06.2025/ DE000JB90U05 /
| 9/5/2024 4:23:04 PM |
Chg.- |
Bid9:00:05 AM |
Ask9:00:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
- |
0.480
Bid Size: 50,000 |
0.490
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: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.10 |
| Time value: |
0.42 |
| Break-even: |
485.21 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.63 |
| Theta: |
-0.09 |
| Omega: |
5.36 |
| Rho: |
1.79 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.510 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.11% |
| 1 Month |
|
|
+26.19% |
| 3 Months |
|
|
+35.90% |
| YTD |
|
|
+194.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.480 |
| 1M High / 1M Low: |
0.620 |
0.420 |
| 6M High / 6M Low: |
0.640 |
0.140 |
| High (YTD): |
8/1/2024 |
0.640 |
| Low (YTD): |
1/26/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.98% |
| Volatility 6M: |
|
144.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
