JP Morgan Call 420 GS 16.01.2026
/ DE000JK43VJ2
JP Morgan Call 420 GS 16.01.2026/ DE000JK43VJ2 /
| 2024-06-18 11:50:11 AM |
Chg.+0.020 |
Bid6:05:32 PM |
Ask6:05:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+2.70% |
0.810
Bid Size: 250,000 |
0.820
Ask Size: 250,000 |
Goldman Sachs Group ... |
420.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK43VJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.28 |
| Time value: |
0.45 |
| Break-even: |
463.69 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
4.18 |
| Rho: |
3.65 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
-13.64% |
| 3 Months |
|
|
+76.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.730 |
| 1M High / 1M Low: |
0.900 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
