JP Morgan Call 540 GS 19.12.2025
/ DE000JK6D7E2
JP Morgan Call 540 GS 19.12.2025/ DE000JK6D7E2 /
11/10/2024 15:00:45 |
Chg.+0.030 |
Bid18:06:59 |
Ask18:06:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+7.14% |
0.500 Bid Size: 200,000 |
0.510 Ask Size: 200,000 |
Goldman Sachs Group ... |
540.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
JK6D7E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
25/03/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.21 |
Parity: |
-0.33 |
Time value: |
0.48 |
Break-even: |
541.89 |
Moneyness: |
0.93 |
Premium: |
0.18 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
4.35% |
Delta: |
0.52 |
Theta: |
-0.08 |
Omega: |
4.96 |
Rho: |
2.26 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.62% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+15.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.370 |
1M High / 1M Low: |
0.430 |
0.300 |
6M High / 6M Low: |
0.520 |
0.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.402 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.382 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.345 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.32% |
Volatility 6M: |
|
124.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |