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JP Morgan Call 390 GOS 21.06.2024/  DE000JQ5A6K2  /

EUWAX
2024-05-20  8:34:39 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.740EUR - -
Bid Size: -		 -
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: 2024-05-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.64
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.27
Implied volatility: 2.89
Historic volatility: 0.19
Parity: 0.27
Time value: 0.47
Break-even: 464.00
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.64
Theta: -4.83
Omega: 3.63
Rho: 0.03
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.700
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.63%
3 Months  
+311.11%
YTD  
+236.36%
1 Year  
+362.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.740 0.640
6M High / 6M Low: 0.740 0.140
High (YTD): 2024-05-20 0.740
Low (YTD): 2024-01-29 0.140
52W High: 2024-05-20 0.740
52W Low: 2023-10-27 0.019
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.697
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   0.163
Avg. volume 1Y:   0.000
Volatility 1M:   97.99%
Volatility 6M:   202.17%
Volatility 1Y:   240.52%
Volatility 3Y:   -