JP Morgan Call 600 GS 17.04.2025/  DE000JT921N9  /

EUWAX
9/26/2024  8:11:22 AM Chg.-0.005 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.063EUR -7.35% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 600.00 USD 4/17/2025 Call
 

Master data

WKN: JT921N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 600.00 USD
Maturity: 4/17/2025
Issue date: 9/3/2024
Last trading day: 4/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 71.18
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.98
Time value: 0.06
Break-even: 545.29
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 16.95%
Delta: 0.17
Theta: -0.05
Omega: 11.82
Rho: 0.37
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.068
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.063
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -