JP Morgan Call 490 GS 20.09.2024
/ DE000JK8BBB3
JP Morgan Call 490 GS 20.09.2024/ DE000JK8BBB3 /
17/09/2024 08:30:44 |
Chg.+0.014 |
Bid16:42:29 |
Ask16:42:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
+66.67% |
0.044 Bid Size: 200,000 |
0.054 Ask Size: 200,000 |
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: |
103.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.20 |
Parity: |
-0.04 |
Time value: |
0.04 |
Break-even: |
444.50 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
9.69 |
Spread abs.: |
0.01 |
Spread %: |
27.03% |
Delta: |
0.40 |
Theta: |
-1.00 |
Omega: |
41.08 |
Rho: |
0.01 |
Quote data
Open: |
0.035 |
High: |
0.035 |
Low: |
0.035 |
Previous Close: |
0.021 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.13% |
1 Month |
|
|
-78.13% |
3 Months |
|
|
-40.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.078 |
0.013 |
1M High / 1M Low: |
0.220 |
0.013 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
500.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |