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JP Morgan Call 430 GOS 21.06.2024/  DE000JQ5A6P1  /

EUWAX
2024-05-16  8:34:53 AM Chg.+0.060 Bid12:33:53 PM Ask12:33:53 PM Underlying Strike price Expiration date Option type
0.350EUR +20.69% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 430.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.89
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.20
Parity: -0.02
Time value: 0.36
Break-even: 466.00
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 1.37
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.54
Theta: -0.52
Omega: 6.43
Rho: 0.19
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+644.68%
3 Months  
+573.08%
YTD  
+306.98%
1 Year  
+560.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.210
1M High / 1M Low: 0.290 0.038
6M High / 6M Low: 0.290 0.012
High (YTD): 2024-05-15 0.290
Low (YTD): 2024-03-19 0.035
52W High: 2024-05-15 0.290
52W Low: 2023-10-27 0.005
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   0.053
Avg. volume 1Y:   0.000
Volatility 1M:   382.40%
Volatility 6M:   431.73%
Volatility 1Y:   344.70%
Volatility 3Y:   -