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JP Morgan Call 410 GOS 21.06.2024/  DE000JQ5A6M8  /

EUWAX
2024-05-31  8:38:28 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.390EUR +2.63% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 410.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 410.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.39
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.06
Implied volatility: 0.93
Historic volatility: 0.20
Parity: 0.06
Time value: 0.34
Break-even: 450.00
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 2.97
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.57
Theta: -0.89
Omega: 5.95
Rho: 0.11
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+56.00%
3 Months  
+225.00%
YTD  
+178.57%
1 Year  
+375.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.560 0.240
6M High / 6M Low: 0.560 0.032
High (YTD): 2024-05-22 0.560
Low (YTD): 2024-03-19 0.076
52W High: 2024-05-22 0.560
52W Low: 2023-10-27 0.010
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   163.120
Avg. price 1Y:   0.111
Avg. volume 1Y:   79.648
Volatility 1M:   156.89%
Volatility 6M:   359.19%
Volatility 1Y:   296.58%
Volatility 3Y:   -