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JP Morgan Call 440 GOS 21.06.2024/  DE000JQ5A6Q9  /

EUWAX
04/06/2024  08:38:26 Chg.-0.030 Bid07:42:10 Ask07:42:10 Underlying Strike price Expiration date Option type
0.170EUR -15.00% 0.190
Bid Size: 15,000		 0.210
Ask Size: 15,000		 GOLDMAN SACHS GRP IN... 440.00 - 21/06/2024 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: 21/06/2024
Issue date: 31/08/2022
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.19
Parity: -0.23
Time value: 0.19
Break-even: 459.00
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 6.80
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.41
Theta: -0.82
Omega: 9.04
Rho: 0.07
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+77.08%
3 Months  
+304.76%
YTD  
+157.58%
1 Year  
+400.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.290 0.110
6M High / 6M Low: 0.290 0.011
High (YTD): 22/05/2024 0.290
Low (YTD): 19/04/2024 0.024
52W High: 22/05/2024 0.290
52W Low: 27/10/2023 0.004
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   0.049
Avg. volume 1Y:   0.000
Volatility 1M:   303.25%
Volatility 6M:   480.26%
Volatility 1Y:   379.11%
Volatility 3Y:   -