JP Morgan Call 500 GS 20.06.2025
/ DE000JB92J57
JP Morgan Call 500 GS 20.06.2025/ DE000JB92J57 /
| 11/11/2024 1:18:41 PM |
Chg.+0.14 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+14.43% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
500.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JB92J5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 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: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.83 |
| Time value: |
0.20 |
| Break-even: |
569.71 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
4.47 |
| Rho: |
2.16 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
0.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+131.25% |
| 1 Month |
|
|
+146.67% |
| 3 Months |
|
|
+152.27% |
| YTD |
|
|
+692.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.48 |
| 1M High / 1M Low: |
1.11 |
0.48 |
| 6M High / 6M Low: |
1.11 |
0.23 |
| High (YTD): |
11/11/2024 |
1.11 |
| Low (YTD): |
1/26/2024 |
0.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.66% |
| Volatility 6M: |
|
179.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
