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JP Morgan Call 490 GOS 21.06.2024/  DE000JQ7R886  /

EUWAX
2024-05-16  10:11:43 AM Chg.+0.005 Bid12:25:10 PM Ask12:25:10 PM Underlying Strike price Expiration date Option type
0.024EUR +26.32% 0.025
Bid Size: 20,000		 0.035
Ask Size: 20,000		 GOLDMAN SACHS GRP IN... 490.00 - 2024-06-21 Call
 

Master data

WKN: JQ7R88
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2024-06-21
Issue date: 2022-09-23
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 122.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.20
Parity: -0.62
Time value: 0.04
Break-even: 493.50
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 3.23
Spread abs.: 0.01
Spread %: 40.00%
Delta: 0.14
Theta: -0.16
Omega: 17.55
Rho: 0.06
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.019
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+166.67%
1 Month  
+700.00%
3 Months  
+300.00%
YTD  
+50.00%
1 Year  
+71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.009
1M High / 1M Low: 0.019 0.002
6M High / 6M Low: 0.019 0.002
High (YTD): 2024-05-15 0.019
Low (YTD): 2024-04-19 0.002
52W High: 2023-08-07 0.024
52W Low: 2023-11-03 0.001
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.007
Avg. volume 6M:   0.000
Avg. price 1Y:   0.008
Avg. volume 1Y:   0.000
Volatility 1M:   500.83%
Volatility 6M:   588.91%
Volatility 1Y:   479.32%
Volatility 3Y:   -