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JP Morgan Put 260 GOS 17.01.2025/  DE000JS4HEW1  /

EUWAX
13/06/2024  09:05:03 Chg.-0.001 Bid16:14:33 Ask16:14:33 Underlying Strike price Expiration date Option type
0.008EUR -11.11% 0.008
Bid Size: 100,000		 0.018
Ask Size: 100,000		 GOLDMAN SACHS GRP IN... 260.00 - 17/01/2025 Put
 

Master data

WKN: JS4HEW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 17/01/2025
Issue date: 29/12/2022
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -230.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.19
Parity: -1.55
Time value: 0.02
Break-even: 258.20
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 125.00%
Delta: -0.03
Theta: -0.02
Omega: -7.82
Rho: -0.09
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -27.27%
3 Months
  -76.47%
YTD
  -86.21%
1 Year
  -94.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.007
1M High / 1M Low: 0.012 0.007
6M High / 6M Low: 0.070 0.007
High (YTD): 03/01/2024 0.063
Low (YTD): 07/06/2024 0.007
52W High: 27/10/2023 0.220
52W Low: 07/06/2024 0.007
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   180.97%
Volatility 6M:   123.08%
Volatility 1Y:   115.29%
Volatility 3Y:   -