JP Morgan Call 480 GS 20.06.2025
/ DE000JB90U05
JP Morgan Call 480 GS 20.06.2025/ DE000JB90U05 /
| 05/07/2024 10:22:03 |
Chg.0.000 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
480.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
21/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.14 |
| Time value: |
0.37 |
| Break-even: |
479.73 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.55 |
| Theta: |
-0.07 |
| Omega: |
6.35 |
| Rho: |
1.89 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+110.00% |
| YTD |
|
|
+133.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.340 |
| 1M High / 1M Low: |
0.420 |
0.300 |
| 6M High / 6M Low: |
0.450 |
0.130 |
| High (YTD): |
22/05/2024 |
0.450 |
| Low (YTD): |
26/01/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.68% |
| Volatility 6M: |
|
130.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
