JP Morgan Call 340 GOS 21.06.2024
/ DE000JQ5A6E5
JP Morgan Call 340 GOS 21.06.2024/ DE000JQ5A6E5 /
2024-04-23 8:36:39 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
- |
- Bid Size: - |
- Ask Size: - |
GOLDMAN SACHS GRP IN... |
340.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JQ5A6E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
GOLDMAN SACHS GRP INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-31 |
Last trading day: |
2024-04-29 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.88 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
0.88 |
Time value: |
-0.13 |
Break-even: |
415.00 |
Moneyness: |
1.26 |
Premium: |
-0.03 |
Premium p.a.: |
-0.27 |
Spread abs.: |
-0.06 |
Spread %: |
-7.41% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.750 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+27.12% |
3 Months |
|
|
+53.06% |
YTD |
|
|
+41.51% |
1 Year |
|
|
+158.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.750 |
0.570 |
6M High / 6M Low: |
0.750 |
0.210 |
High (YTD): |
2024-04-23 |
0.750 |
Low (YTD): |
2024-01-18 |
0.430 |
52W High: |
2024-04-23 |
0.750 |
52W Low: |
2023-10-27 |
0.087 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.632 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.484 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.359 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
158.28% |
Volatility 6M: |
|
146.95% |
Volatility 1Y: |
|
148.35% |
Volatility 3Y: |
|
- |