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JP Morgan Call 450 GOS 21.06.2024/  DE000JQ5A6R7  /

EUWAX
2024-05-16  8:34:53 AM Chg.+0.040 Bid12:38:38 PM Ask12:38:38 PM Underlying Strike price Expiration date Option type
0.190EUR +26.67% 0.190
Bid Size: 50,000		 0.200
Ask Size: 50,000		 GOLDMAN SACHS GRP IN... 450.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.40
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.20
Parity: -0.22
Time value: 0.20
Break-even: 470.00
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 1.58
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.42
Theta: -0.40
Omega: 9.05
Rho: 0.16
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+108.79%
1 Month  
+900.00%
3 Months  
+630.77%
YTD  
+280.00%
1 Year  
+458.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.091
1M High / 1M Low: 0.150 0.014
6M High / 6M Low: 0.150 0.006
High (YTD): 2024-05-15 0.150
Low (YTD): 2024-04-19 0.014
52W High: 2024-05-15 0.150
52W Low: 2023-10-30 0.003
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.028
Avg. volume 1Y:   15.625
Volatility 1M:   463.56%
Volatility 6M:   507.54%
Volatility 1Y:   395.19%
Volatility 3Y:   -