JP Morgan Put 460 GS 18.10.2024
/ DE000JK9GUK1
JP Morgan Put 460 GS 18.10.2024/ DE000JK9GUK1 /
| 2024-09-05 8:33:48 AM |
Chg.-0.011 |
Bid6:42:42 PM |
Ask6:42:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-14.29% |
0.076
Bid Size: 200,000 |
0.086
Ask Size: 200,000 |
Goldman Sachs Group ... |
460.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK9GUK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-65.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-0.28 |
| Time value: |
0.07 |
| Break-even: |
408.39 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.01 |
| Spread %: |
15.38% |
| Delta: |
-0.24 |
| Theta: |
-0.15 |
| Omega: |
-15.56 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.48% |
| 1 Month |
|
|
-72.50% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.029 |
| 1M High / 1M Low: |
0.240 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
634.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
