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JP Morgan Call 410 GOS 21.06.2024/  DE000JQ5A6M8  /

EUWAX
16/05/2024  08:34:53 Chg.+0.060 Bid16:02:08 Ask16:02:08 Underlying Strike price Expiration date Option type
0.520EUR +13.04% 0.510
Bid Size: 100,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 410.00 - 21/06/2024 Call
 

Master data

WKN: JQ5A6M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 410.00 -
Maturity: 21/06/2024
Issue date: 31/08/2022
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.31
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.18
Implied volatility: 0.68
Historic volatility: 0.20
Parity: 0.18
Time value: 0.28
Break-even: 456.00
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.90
Spread abs.: -0.06
Spread %: -11.54%
Delta: 0.63
Theta: -0.50
Omega: 5.85
Rho: 0.22
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.44%
1 Month  
+420.00%
3 Months  
+425.25%
YTD  
+271.43%
1 Year  
+534.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.360
1M High / 1M Low: 0.460 0.091
6M High / 6M Low: 0.460 0.024
High (YTD): 15/05/2024 0.460
Low (YTD): 19/03/2024 0.076
52W High: 15/05/2024 0.460
52W Low: 27/10/2023 0.010
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   952.381
Avg. price 6M:   0.128
Avg. volume 6M:   164.435
Avg. price 1Y:   0.094
Avg. volume 1Y:   79.648
Volatility 1M:   288.20%
Volatility 6M:   359.58%
Volatility 1Y:   296.06%
Volatility 3Y:   -