OverviewChartNewsTraderScreen

JP Morgan Call 440 GOS 21.06.2024/  DE000JQ5A6Q9  /

EUWAX
2024-05-16  8:34:53 AM Chg.+0.050 Bid1:55:16 PM Ask1:55:16 PM Underlying Strike price Expiration date Option type
0.260EUR +23.81% 0.260
Bid Size: 50,000		 0.270
Ask Size: 50,000		 GOLDMAN SACHS GRP IN... 440.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.85
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.20
Parity: -0.12
Time value: 0.27
Break-even: 467.00
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 1.42
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.49
Theta: -0.46
Omega: 7.70
Rho: 0.18
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+85.71%
1 Month  
+766.67%
3 Months  
+602.70%
YTD  
+293.94%
1 Year  
+519.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.210 0.024
6M High / 6M Low: 0.210 0.008
High (YTD): 2024-05-15 0.210
Low (YTD): 2024-04-19 0.024
52W High: 2024-05-15 0.210
52W Low: 2023-10-27 0.004
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.039
Avg. volume 1Y:   0.000
Volatility 1M:   432.83%
Volatility 6M:   479.43%
Volatility 1Y:   375.32%
Volatility 3Y:   -