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JP Morgan Call 510 GOS 17.01.2025/  DE000JS36H00  /

EUWAX
9/26/2024  9:14:17 AM Chg.0.000 Bid4:49:39 PM Ask4:49:39 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.210
Bid Size: 200,000		 0.220
Ask Size: 200,000		 GOLDMAN SACHS GRP IN... 510.00 - 1/17/2025 Call
 

Master data

WKN: JS36H0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 510.00 -
Maturity: 1/17/2025
Issue date: 12/29/2022
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 22.06
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.20
Parity: -0.69
Time value: 0.20
Break-even: 530.00
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.33
Theta: -0.18
Omega: 7.24
Rho: 0.39
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -30.00%
3 Months  
+40.00%
YTD  
+162.50%
1 Year  
+707.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: 0.350 0.053
High (YTD): 8/1/2024 0.350
Low (YTD): 3/20/2024 0.042
52W High: 8/1/2024 0.350
52W Low: 10/27/2023 0.010
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.110
Avg. volume 1Y:   0.000
Volatility 1M:   242.22%
Volatility 6M:   209.89%
Volatility 1Y:   244.69%
Volatility 3Y:   -