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JP Morgan Put 380 GOS 17.01.2025/  DE000JS7XKT4  /

EUWAX
07/06/2024  12:20:12 Chg.+0.004 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.069EUR +6.15% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 380.00 - 17/01/2025 Put
 

Master data

WKN: JS7XKT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Put
Strike price: 380.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -53.92
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.41
Time value: 0.08
Break-even: 372.20
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 14.71%
Delta: -0.19
Theta: -0.03
Omega: -10.51
Rho: -0.55
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.82%
1 Month
  -37.27%
3 Months
  -73.46%
YTD
  -77.74%
1 Year
  -88.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.065
1M High / 1M Low: 0.110 0.065
6M High / 6M Low: 0.480 0.065
High (YTD): 18/01/2024 0.340
Low (YTD): 06/06/2024 0.065
52W High: 27/10/2023 0.890
52W Low: 06/06/2024 0.065
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.232
Avg. volume 6M:   0.000
Avg. price 1Y:   0.426
Avg. volume 1Y:   0.000
Volatility 1M:   123.93%
Volatility 6M:   113.90%
Volatility 1Y:   97.14%
Volatility 3Y:   -