JP Morgan Put 460 GS 20.09.2024
/ DE000JK9ULB0
JP Morgan Put 460 GS 20.09.2024/ DE000JK9ULB0 /
| 7/30/2024 8:32:12 AM |
Chg.+0.012 |
Bid7:23:02 PM |
Ask7:23:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+30.00% |
0.036
Bid Size: 150,000 |
0.046
Ask Size: 150,000 |
Goldman Sachs Group ... |
460.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK9ULB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-79.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.30 |
| Time value: |
0.06 |
| Break-even: |
419.44 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
19.23% |
| Delta: |
-0.21 |
| Theta: |
-0.12 |
| Omega: |
-16.93 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.75% |
| 1 Month |
|
|
-78.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.040 |
| 1M High / 1M Low: |
0.200 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
