JP Morgan Call 480 GS 20.12.2024
/ DE000JK5KPS4
JP Morgan Call 480 GS 20.12.2024/ DE000JK5KPS4 /
| 9/26/2024 11:53:40 AM |
Chg.-0.030 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-8.82% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
480.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK5KPS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.10 |
| Time value: |
0.20 |
| Break-even: |
461.27 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.62 |
| Theta: |
-0.15 |
| Omega: |
9.09 |
| Rho: |
0.57 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
-31.11% |
| 3 Months |
|
|
+34.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.320 |
| 1M High / 1M Low: |
0.450 |
0.200 |
| 6M High / 6M Low: |
0.480 |
0.069 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.40% |
| Volatility 6M: |
|
197.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
