JP Morgan Call 490 GS 20.09.2024
/ DE000JK8BBB3
JP Morgan Call 490 GS 20.09.2024/ DE000JK8BBB3 /
14/08/2024 08:31:15 |
Chg.+0.020 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+15.38% |
- Bid Size: - |
- Ask Size: - |
Goldman Sachs Group ... |
490.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
JK8BBB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
490.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
14/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
0.02 |
Time value: |
0.13 |
Break-even: |
460.17 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
0.56 |
Theta: |
-0.19 |
Omega: |
17.11 |
Rho: |
0.24 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.64% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
+36.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.097 |
1M High / 1M Low: |
0.280 |
0.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.129 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
438.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |