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JP Morgan Put 350 GOS 17.01.2025/  DE000JS36GJ0  /

EUWAX
14/06/2024  09:02:52 Chg.+0.002 Bid14:03:27 Ask14:03:27 Underlying Strike price Expiration date Option type
0.045EUR +4.65% 0.050
Bid Size: 30,000		 0.060
Ask Size: 30,000		 GOLDMAN SACHS GRP IN... 350.00 - 17/01/2025 Put
 

Master data

WKN: JS36GJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 17/01/2025
Issue date: 29/12/2022
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -78.43
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.66
Time value: 0.05
Break-even: 344.70
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 23.26%
Delta: -0.13
Theta: -0.03
Omega: -9.99
Rho: -0.35
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.043
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -18.18%
3 Months
  -67.86%
YTD
  -78.57%
1 Year
  -89.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.039
1M High / 1M Low: 0.055 0.037
6M High / 6M Low: 0.230 0.037
High (YTD): 18/01/2024 0.230
Low (YTD): 06/06/2024 0.037
52W High: 27/10/2023 0.660
52W Low: 06/06/2024 0.037
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   0.294
Avg. volume 1Y:   0.000
Volatility 1M:   164.66%
Volatility 6M:   127.28%
Volatility 1Y:   108.81%
Volatility 3Y:   -