JP Morgan Call 450 GOS 21.06.2024
/ DE000JQ5A6R7
JP Morgan Call 450 GOS 21.06.2024/ DE000JQ5A6R7 /
6/5/2024 8:38:32 AM |
Chg.+0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+20.00% |
- Bid Size: - |
- Ask Size: - |
GOLDMAN SACHS GRP IN... |
450.00 - |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
8/31/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.19 |
Parity: |
-0.32 |
Time value: |
0.12 |
Break-even: |
462.00 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
8.59 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.33 |
Theta: |
-0.68 |
Omega: |
11.58 |
Rho: |
0.06 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.18% |
1 Month |
|
|
+69.01% |
3 Months |
|
|
+275.00% |
YTD |
|
|
+140.00% |
1 Year |
|
|
+328.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.085 |
1M High / 1M Low: |
0.210 |
0.071 |
6M High / 6M Low: |
0.210 |
0.009 |
High (YTD): |
5/22/2024 |
0.210 |
Low (YTD): |
4/19/2024 |
0.014 |
52W High: |
5/22/2024 |
0.210 |
52W Low: |
10/30/2023 |
0.003 |
Avg. price 1W: |
|
0.105 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.050 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.035 |
Avg. volume 1Y: |
|
15.625 |
Volatility 1M: |
|
359.53% |
Volatility 6M: |
|
510.19% |
Volatility 1Y: |
|
402.30% |
Volatility 3Y: |
|
- |