JP Morgan Call 560 GS 21.02.2025
/ DE000JT7AKS3
JP Morgan Call 560 GS 21.02.2025/ DE000JT7AKS3 /
| 12/11/2024 08:42:24 |
Chg.+0.080 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+16.33% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
560.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT7AKS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
20/08/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
0.40 |
| Time value: |
0.15 |
| Break-even: |
579.57 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.76 |
| Theta: |
-0.14 |
| Omega: |
7.94 |
| Rho: |
1.04 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+375.00% |
| 1 Month |
|
|
+375.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.120 |
| 1M High / 1M Low: |
0.550 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
620.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
