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JP Morgan Call 400 GOS 21.06.2024/  DE000JQ5A6L0  /

EUWAX
2024-05-16  8:34:53 AM Chg.+0.070 Bid3:05:33 PM Ask3:05:33 PM Underlying Strike price Expiration date Option type
0.620EUR +12.73% 0.610
Bid Size: 15,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 400.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.78
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.28
Implied volatility: 0.74
Historic volatility: 0.20
Parity: 0.28
Time value: 0.27
Break-even: 455.00
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.86
Spread abs.: -0.07
Spread %: -11.29%
Delta: 0.66
Theta: -0.53
Omega: 5.17
Rho: 0.23
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.78%
1 Month  
+313.33%
3 Months  
+376.92%
YTD  
+244.44%
1 Year  
+520.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.450
1M High / 1M Low: 0.550 0.130
6M High / 6M Low: 0.550 0.034
High (YTD): 2024-05-15 0.550
Low (YTD): 2024-03-20 0.110
52W High: 2024-05-15 0.550
52W Low: 2023-10-27 0.015
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   0.121
Avg. volume 1Y:   0.000
Volatility 1M:   258.70%
Volatility 6M:   303.06%
Volatility 1Y:   258.48%
Volatility 3Y:   -