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JP Morgan Call 400 GOS 21.06.2024/  DE000JQ5A6L0  /

EUWAX
5/30/2024  8:37:38 AM Chg.- Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.470EUR - -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 400.00 - 6/21/2024 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: 6/21/2024
Issue date: 8/31/2022
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.90
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.18
Implied volatility: 1.08
Historic volatility: 0.19
Parity: 0.18
Time value: 0.29
Break-even: 447.00
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 3.52
Spread abs.: -0.04
Spread %: -7.84%
Delta: 0.63
Theta: -1.14
Omega: 5.57
Rho: 0.09
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.84%
1 Month  
+34.29%
3 Months  
+213.33%
YTD  
+161.11%
1 Year  
+434.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.470
1M High / 1M Low: 0.650 0.390
6M High / 6M Low: 0.650 0.045
High (YTD): 5/22/2024 0.650
Low (YTD): 3/20/2024 0.110
52W High: 5/22/2024 0.650
52W Low: 10/27/2023 0.015
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.537
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.142
Avg. volume 1Y:   0.000
Volatility 1M:   137.70%
Volatility 6M:   300.73%
Volatility 1Y:   259.30%
Volatility 3Y:   -