JP Morgan Call 520 GS 21.03.2025
/ DE000JK7FR69
JP Morgan Call 520 GS 21.03.2025/ DE000JK7FR69 /
| 2024-07-29 11:53:13 AM |
Chg.- |
Bid11:40:01 AM |
Ask11:40:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
- |
0.280
Bid Size: 50,000 |
0.290
Ask Size: 50,000 |
Goldman Sachs Group ... |
520.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
JK7FR6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.25 |
| Time value: |
0.29 |
| Break-even: |
509.63 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.48 |
| Theta: |
-0.09 |
| Omega: |
7.47 |
| Rho: |
1.20 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.00% |
| 1 Month |
|
|
+128.57% |
| 3 Months |
|
|
+146.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.330 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
