JP Morgan Call 415 GOS 21.06.2024
/ DE000JK8UG88
JP Morgan Call 415 GOS 21.06.2024/ DE000JK8UG88 /
| 2024-05-20 12:27:16 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
415.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JK8UG8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-05-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.19 |
| Parity: |
0.03 |
| Time value: |
0.48 |
| Break-even: |
466.00 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
10.68 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.57 |
| Theta: |
-1.54 |
| Omega: |
4.69 |
| Rho: |
0.08 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+121.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.510 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
