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JP Morgan Call 460 GOS 21.06.2024/  DE000JQ5A6S5  /

EUWAX
5/31/2024  8:38:30 AM Chg.+0.004 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.049EUR +8.89% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 460.00 - 6/21/2024 Call
 

Master data

WKN: JQ5A6S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 6/21/2024
Issue date: 8/31/2022
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 53.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.19
Parity: -0.39
Time value: 0.08
Break-even: 467.80
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 5.90
Spread abs.: 0.01
Spread %: 14.71%
Delta: 0.26
Theta: -0.44
Omega: 14.13
Rho: 0.06
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.045
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.78%
1 Month  
+44.12%
3 Months  
+172.22%
YTD  
+32.43%
1 Year  
+133.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.045
1M High / 1M Low: 0.140 0.032
6M High / 6M Low: 0.140 0.005
High (YTD): 5/22/2024 0.140
Low (YTD): 4/19/2024 0.009
52W High: 5/22/2024 0.140
52W Low: 10/27/2023 0.002
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   0.024
Avg. volume 1Y:   0.000
Volatility 1M:   400.63%
Volatility 6M:   545.53%
Volatility 1Y:   429.17%
Volatility 3Y:   -