JP Morgan Call 440 GS 16.01.2026
/ DE000JK43VK0
JP Morgan Call 440 GS 16.01.2026/ DE000JK43VK0 /
| 2024-09-19 11:48:51 AM |
Chg.- |
Bid9:30:08 AM |
Ask9:30:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
- |
0.940
Bid Size: 50,000 |
0.960
Ask Size: 50,000 |
Goldman Sachs Group ... |
440.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK43VK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 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: |
4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.57 |
| Time value: |
0.39 |
| Break-even: |
490.28 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.77 |
| Theta: |
-0.07 |
| Omega: |
3.63 |
| Rho: |
3.34 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
-10.42% |
| 3 Months |
|
|
+19.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.760 |
| 1M High / 1M Low: |
1.010 |
0.720 |
| 6M High / 6M Low: |
1.030 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.728 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.28% |
| Volatility 6M: |
|
103.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
