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JP Morgan Call 380 GOS 21.06.2024/  DE000JQ5A6J4  /

EUWAX
2024-05-20  8:34:39 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.830EUR - -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 380.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-05-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.04
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.38
Implied volatility: 1.86
Historic volatility: 0.19
Parity: 0.38
Time value: 0.45
Break-even: 463.00
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 9.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.67
Theta: -1.86
Omega: 3.39
Rho: 0.09
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.790
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+59.62%
3 Months  
+219.23%
YTD  
+207.41%
1 Year  
+538.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.830 0.570
6M High / 6M Low: 0.830 0.087
High (YTD): 2024-05-20 0.830
Low (YTD): 2024-02-15 0.190
52W High: 2024-05-20 0.830
52W Low: 2023-10-27 0.026
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   0.201
Avg. volume 1Y:   0.000
Volatility 1M:   91.31%
Volatility 6M:   228.02%
Volatility 1Y:   213.15%
Volatility 3Y:   -