JP Morgan Call 2600 GLD 10.01.2025
/ DE000JF1VNS2
JP Morgan Call 2600 GLD 10.01.202.../ DE000JF1VNS2 /
| 08/01/2025 21:16:18 |
Chg.+1.08 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.98EUR |
+22.04% |
-
Bid Size: - |
-
Ask Size: - |
GOLD (Fixing) |
2,600.00 USD |
10/01/2025 |
Call |
Master data
| WKN: |
JF1VNS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GOLD (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 USD |
| Maturity: |
10/01/2025 |
| Issue date: |
02/01/2025 |
| Last trading day: |
09/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
46.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.94 |
| Intrinsic value: |
4.86 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.14 |
| Parity: |
4.86 |
| Time value: |
0.70 |
| Break-even: |
2,569.69 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.68 |
| Spread %: |
13.86% |
| Delta: |
0.80 |
| Theta: |
-4.26 |
| Omega: |
36.99 |
| Rho: |
0.11 |
Quote data
| Open: |
5.28 |
| High: |
5.98 |
| Low: |
4.98 |
| Previous Close: |
4.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |