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JP Morgan Call 370 GOS 21.06.2024/  DE000JQ5A6H8  /

EUWAX
2024-05-15  8:37:00 AM Chg.+0.040 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.830EUR +5.06% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 370.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.37
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.54
Implied volatility: 0.92
Historic volatility: 0.20
Parity: 0.54
Time value: 0.25
Break-even: 449.00
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.76
Spread abs.: -0.04
Spread %: -4.82%
Delta: 0.73
Theta: -0.58
Omega: 3.94
Rho: 0.24
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.28%
1 Month  
+144.12%
3 Months  
+196.43%
YTD  
+151.52%
1 Year  
+361.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.720
1M High / 1M Low: 0.830 0.320
6M High / 6M Low: 0.830 0.092
High (YTD): 2024-05-15 0.830
Low (YTD): 2024-01-29 0.240
52W High: 2024-05-15 0.830
52W Low: 2023-10-27 0.036
Avg. price 1W:   0.794
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   0.234
Avg. volume 1Y:   0.000
Volatility 1M:   155.78%
Volatility 6M:   199.74%
Volatility 1Y:   193.00%
Volatility 3Y:   -