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JP Morgan Call 390 GOS 21.06.2024/  DE000JQ5A6K2  /

EUWAX
2024-05-16  8:34:53 AM Chg.+0.070 Bid7:38:03 PM Ask7:38:03 PM Underlying Strike price Expiration date Option type
0.710EUR +10.94% 0.700
Bid Size: 75,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 390.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 390.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.38
Implied volatility: 0.81
Historic volatility: 0.20
Parity: 0.38
Time value: 0.26
Break-even: 454.00
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.82
Spread abs.: -0.07
Spread %: -9.86%
Delta: 0.69
Theta: -0.55
Omega: 4.64
Rho: 0.23
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.48%
1 Month  
+255.00%
3 Months  
+317.65%
YTD  
+222.73%
1 Year  
+491.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.540
1M High / 1M Low: 0.640 0.190
6M High / 6M Low: 0.640 0.048
High (YTD): 2024-05-15 0.640
Low (YTD): 2024-01-29 0.140
52W High: 2024-05-15 0.640
52W Low: 2023-10-27 0.019
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   0.154
Avg. volume 1Y:   0.000
Volatility 1M:   202.76%
Volatility 6M:   267.49%
Volatility 1Y:   234.90%
Volatility 3Y:   -