JP Morgan Put 380 GOS 17.01.2025
/ DE000JS7XKT4
JP Morgan Put 380 GOS 17.01.2025/ DE000JS7XKT4 /
6/7/2024 12:20:12 PM |
Chg.+0.004 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.069EUR |
+6.15% |
- Bid Size: - |
- Ask Size: - |
GOLDMAN SACHS GRP IN... |
380.00 - |
1/17/2025 |
Put |
Master data
WKN: |
JS7XKT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
GOLDMAN SACHS GRP INC. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/10/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-53.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-0.41 |
Time value: |
0.08 |
Break-even: |
372.20 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
14.71% |
Delta: |
-0.19 |
Theta: |
-0.03 |
Omega: |
-10.51 |
Rho: |
-0.55 |
Quote data
Open: |
0.069 |
High: |
0.069 |
Low: |
0.069 |
Previous Close: |
0.065 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.82% |
1 Month |
|
|
-37.27% |
3 Months |
|
|
-73.46% |
YTD |
|
|
-77.74% |
1 Year |
|
|
-88.10% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.079 |
0.065 |
1M High / 1M Low: |
0.110 |
0.065 |
6M High / 6M Low: |
0.480 |
0.065 |
High (YTD): |
1/18/2024 |
0.340 |
Low (YTD): |
6/6/2024 |
0.065 |
52W High: |
10/27/2023 |
0.890 |
52W Low: |
6/6/2024 |
0.065 |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.232 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.426 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
123.93% |
Volatility 6M: |
|
113.90% |
Volatility 1Y: |
|
97.14% |
Volatility 3Y: |
|
- |