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JP Morgan Call 380 GOS 21.06.2024/  DE000JQ5A6J4  /

EUWAX
2024-05-16  8:34:52 AM Chg.+0.060 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.800EUR +8.11% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 380.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.20
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.48
Implied volatility: 0.78
Historic volatility: 0.20
Parity: 0.48
Time value: 0.21
Break-even: 449.00
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.62
Spread abs.: -0.04
Spread %: -5.48%
Delta: 0.73
Theta: -0.51
Omega: 4.55
Rho: 0.24
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.98%
1 Month  
+196.30%
3 Months  
+263.64%
YTD  
+196.30%
1 Year  
+433.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.630
1M High / 1M Low: 0.730 0.250
6M High / 6M Low: 0.730 0.067
High (YTD): 2024-05-10 0.730
Low (YTD): 2024-02-15 0.190
52W High: 2024-05-10 0.730
52W Low: 2023-10-27 0.026
Avg. price 1W:   0.693
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.189
Avg. volume 1Y:   0.000
Volatility 1M:   175.56%
Volatility 6M:   226.88%
Volatility 1Y:   210.73%
Volatility 3Y:   -