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JP Morgan Call 370 GOS 21.06.2024/  DE000JQ5A6H8  /

EUWAX
5/20/2024  8:34:39 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.920EUR - -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 370.00 - 6/21/2024 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: 6/21/2024
Issue date: 8/31/2022
Last trading day: 5/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.52
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.46
Implied volatility: 1.78
Historic volatility: 0.20
Parity: 0.46
Time value: 0.46
Break-even: 462.00
Moneyness: 1.12
Premium: 0.11
Premium p.a.: 5.28
Spread abs.: -0.01
Spread %: -1.08%
Delta: 0.69
Theta: -1.51
Omega: 3.11
Rho: 0.11
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.880
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+55.93%
3 Months  
+196.77%
YTD  
+178.79%
1 Year  
+475.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.920 0.570
6M High / 6M Low: 0.920 0.120
High (YTD): 5/20/2024 0.920
Low (YTD): 1/29/2024 0.240
52W High: 5/20/2024 0.920
52W Low: 10/27/2023 0.036
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.762
Avg. volume 1M:   0.000
Avg. price 6M:   0.365
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   75.82%
Volatility 6M:   203.08%
Volatility 1Y:   194.84%
Volatility 3Y:   -