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JP Morgan Call 490 GOS 21.06.2024/  DE000JQ7R886  /

EUWAX
6/5/2024  10:19:39 AM Chg.0.000 Bid4:30:51 PM Ask4:30:51 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.006
Bid Size: 125,000		 0.016
Ask Size: 125,000		 GOLDMAN SACHS GRP IN... 490.00 - 6/21/2024 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: 6/21/2024
Issue date: 9/23/2022
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 298.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.19
Parity: -0.72
Time value: 0.01
Break-even: 491.40
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 38.19
Spread abs.: 0.01
Spread %: 250.00%
Delta: 0.07
Theta: -0.20
Omega: 22.27
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -42.86%
3 Months
  -42.86%
YTD
  -75.00%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.004
1M High / 1M Low: 0.026 0.004
6M High / 6M Low: 0.026 0.002
High (YTD): 5/20/2024 0.026
Low (YTD): 4/19/2024 0.002
52W High: 5/20/2024 0.026
52W Low: 11/3/2023 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.008
Avg. volume 6M:   0.000
Avg. price 1Y:   0.008
Avg. volume 1Y:   0.000
Volatility 1M:   591.72%
Volatility 6M:   602.32%
Volatility 1Y:   492.26%
Volatility 3Y:   -