JP Morgan Call 620 GS 15.01.2027
/ DE000JF1XUW5
JP Morgan Call 620 GS 15.01.2027/ DE000JF1XUW5 /
| 1/24/2025 11:46:24 AM |
Chg.+0.02 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+1.80% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
620.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
JF1XUW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
12/19/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
0.19 |
| Time value: |
0.95 |
| Break-even: |
708.54 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
3.51% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
3.59 |
| Rho: |
5.79 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.88% |
| 1 Month |
|
|
+48.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
+44.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.01 |
| 1M High / 1M Low: |
1.12 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
1.12 |
| Low (YTD): |
1/13/2025 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |