JP Morgan Put 530 GS 15.01.2027
/ DE000JF1XUK0
JP Morgan Put 530 GS 15.01.2027/ DE000JF1XUK0 /
| 24/01/2025 11:46:24 |
Chg.-0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
530.00 USD |
15/01/2027 |
Put |
Master data
| WKN: |
JF1XUK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
530.00 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: |
-15.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-1.05 |
| Time value: |
0.40 |
| Break-even: |
468.52 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
10.53% |
| Delta: |
-0.22 |
| Theta: |
-0.04 |
| Omega: |
-3.30 |
| Rho: |
-3.42 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-34.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
-30.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.390 |
| 1M High / 1M Low: |
0.630 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
0.630 |
| Low (YTD): |
23/01/2025 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |