JP Morgan Call 510 GS 20.09.2024
/ DE000JK9YL37
JP Morgan Call 510 GS 20.09.2024/ DE000JK9YL37 /
| 7/9/2024 8:55:11 AM |
Chg.+0.001 |
Bid4:46:45 PM |
Ask4:46:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
+2.33% |
0.039
Bid Size: 200,000 |
0.049
Ask Size: 200,000 |
Goldman Sachs Group ... |
510.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK9YL3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
510.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/21/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
79.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.42 |
| Time value: |
0.05 |
| Break-even: |
476.28 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
22.73% |
| Delta: |
0.22 |
| Theta: |
-0.10 |
| Omega: |
17.57 |
| Rho: |
0.18 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.043 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.043 |
| 1M High / 1M Low: |
0.055 |
0.026 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
