JP Morgan Call 570 GS 19.12.2025/  DE000JK9G915  /

EUWAX
2024-08-02  9:04:30 AM Chg.-0.060 Bid5:20:30 PM Ask5:20:30 PM Underlying Strike price Expiration date Option type
0.350EUR -14.63% 0.300
Bid Size: 200,000
0.310
Ask Size: 200,000
Goldman Sachs Group ... 570.00 USD 2025-12-19 Call
 

Master data

WKN: JK9G91
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 570.00 USD
Maturity: 2025-12-19
Issue date: 2024-05-15
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.50
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.65
Time value: 0.37
Break-even: 565.53
Moneyness: 0.88
Premium: 0.22
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.44
Theta: -0.07
Omega: 5.54
Rho: 2.32
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+45.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.340
1M High / 1M Low: 0.410 0.240
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:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -