JP Morgan Call 840 GS 15.01.2027
/ DE000JF1H735
JP Morgan Call 840 GS 15.01.2027/ DE000JF1H735 /
| 24/01/2025 11:42:53 |
Chg.+0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
840.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
JF1H73 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
840.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
19/12/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-1.92 |
| Time value: |
0.39 |
| Break-even: |
845.83 |
| Moneyness: |
0.76 |
| Premium: |
0.38 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
10.81% |
| Delta: |
0.33 |
| Theta: |
-0.07 |
| Omega: |
5.15 |
| Rho: |
3.22 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
+60.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
+60.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.320 |
| 1M High / 1M Low: |
0.370 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
20/01/2025 |
0.370 |
| Low (YTD): |
13/01/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |