JP Morgan Call 2600 GLD 10.01.2025
/ DE000JF1VNS2
JP Morgan Call 2600 GLD 10.01.202.../ DE000JF1VNS2 /
| 1/7/2025 9:08:09 PM |
Chg.- |
Bid8:13:57 AM |
Ask8:13:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.90EUR |
- |
5.32
Bid Size: 500 |
5.62
Ask Size: 500 |
GOLD (Fixing) |
2,600.00 USD |
1/10/2025 |
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: |
1/10/2025 |
| Issue date: |
1/2/2025 |
| Last trading day: |
1/9/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
59.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
3.48 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
3.48 |
| Time value: |
0.82 |
| Break-even: |
2,547.00 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.67 |
| Spread %: |
18.62% |
| Delta: |
0.76 |
| Theta: |
-2.87 |
| Omega: |
44.69 |
| Rho: |
0.15 |
Quote data
| Open: |
4.25 |
| High: |
5.08 |
| Low: |
4.25 |
| Previous Close: |
3.70 |
| 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: |
|
- |