JP Morgan Call 610 GS 16.01.2026
/ DE000JT17RW8
JP Morgan Call 610 GS 16.01.2026/ DE000JT17RW8 /
| 11/15/2024 10:02:36 AM |
Chg.-0.070 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-10.45% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
610.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JT17RW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
610.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
6/24/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.20 |
| Time value: |
0.64 |
| Break-even: |
643.32 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.56 |
| Theta: |
-0.10 |
| Omega: |
4.87 |
| Rho: |
2.90 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.69% |
| 1 Month |
|
|
+87.50% |
| 3 Months |
|
|
+130.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.590 |
| 1M High / 1M Low: |
0.710 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
