JP Morgan Call 820 GS 15.01.2027
/ DE000JF1H719
JP Morgan Call 820 GS 15.01.2027/ DE000JF1H719 /
| 1/24/2025 11:42:53 AM |
Chg.+0.010 |
Bid3:42:14 PM |
Ask3:42:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.400
Bid Size: 125,000 |
0.420
Ask Size: 125,000 |
Goldman Sachs Group ... |
820.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
JF1H71 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 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: |
14.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-1.73 |
| Time value: |
0.43 |
| Break-even: |
830.47 |
| Moneyness: |
0.78 |
| Premium: |
0.35 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
9.76% |
| Delta: |
0.35 |
| Theta: |
-0.07 |
| Omega: |
5.03 |
| Rho: |
3.44 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
+57.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
+57.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.420 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
0.420 |
| Low (YTD): |
1/13/2025 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |