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JP Morgan Call 470 GOS 21.06.2024/  DE000JQ5A6T3  /

EUWAX
2024-05-16  8:34:54 AM Chg.+0.019 Bid11:30:34 AM Ask11:30:34 AM Underlying Strike price Expiration date Option type
0.078EUR +32.20% 0.081
Bid Size: 25,000		 0.091
Ask Size: 25,000		 GOLDMAN SACHS GRP IN... 470.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 48.10
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -0.42
Time value: 0.09
Break-even: 478.90
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 2.12
Spread abs.: 0.01
Spread %: 12.66%
Delta: 0.27
Theta: -0.27
Omega: 13.08
Rho: 0.11
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+151.61%
1 Month  
+875.00%
3 Months  
+500.00%
YTD  
+178.57%
1 Year  
+271.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.031
1M High / 1M Low: 0.059 0.005
6M High / 6M Low: 0.059 0.003
High (YTD): 2024-05-15 0.059
Low (YTD): 2024-04-19 0.005
52W High: 2024-05-15 0.059
52W Low: 2023-10-27 0.001
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   0.015
Avg. volume 1Y:   0.000
Volatility 1M:   509.62%
Volatility 6M:   534.63%
Volatility 1Y:   433.12%
Volatility 3Y:   -