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JP Morgan Call 410 GOS 21.06.2024/  DE000JQ5A6M8  /

EUWAX
6/5/2024  8:38:32 AM Chg.+0.020 Bid2:31:52 PM Ask2:31:52 PM Underlying Strike price Expiration date Option type
0.440EUR +4.76% 0.430
Bid Size: 15,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 410.00 - 6/21/2024 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: 6/21/2024
Issue date: 8/31/2022
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.73
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.08
Implied volatility: 0.99
Historic volatility: 0.19
Parity: 0.08
Time value: 0.31
Break-even: 449.00
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 4.00
Spread abs.: -0.04
Spread %: -9.30%
Delta: 0.58
Theta: -1.08
Omega: 6.25
Rho: 0.09
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+62.96%
3 Months  
+300.00%
YTD  
+214.29%
1 Year  
+519.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.380
1M High / 1M Low: 0.560 0.310
6M High / 6M Low: 0.560 0.032
High (YTD): 5/22/2024 0.560
Low (YTD): 3/19/2024 0.076
52W High: 5/22/2024 0.560
52W Low: 10/27/2023 0.010
Avg. price 1W:   0.414
Avg. volume 1W:   78
Avg. price 1M:   0.443
Avg. volume 1M:   17.727
Avg. price 6M:   0.177
Avg. volume 6M:   166.240
Avg. price 1Y:   0.115
Avg. volume 1Y:   81.172
Volatility 1M:   163.04%
Volatility 6M:   355.24%
Volatility 1Y:   296.38%
Volatility 3Y:   -