JP Morgan Call 510 GS 18.10.2024/  DE000JK82GH5  /

EUWAX
2024-06-17  8:32:44 AM Chg.-0.001 Bid4:57:38 PM Ask4:57:38 PM Underlying Strike price Expiration date Option type
0.052EUR -1.89% 0.052
Bid Size: 200,000
0.062
Ask Size: 200,000
Goldman Sachs Group ... 510.00 USD 2024-10-18 Call
 

Master data

WKN: JK82GH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 510.00 USD
Maturity: 2024-10-18
Issue date: 2024-05-14
Last trading day: 2024-10-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 65.18
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.59
Time value: 0.06
Break-even: 482.92
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 18.52%
Delta: 0.21
Theta: -0.08
Omega: 13.67
Rho: 0.27
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.64%
1 Month
  -52.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.053
1M High / 1M Low: 0.120 0.053
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -