JP Morgan Call 410 GOS 21.06.2024
/ DE000JQ5A6M8
JP Morgan Call 410 GOS 21.06.2024/ DE000JQ5A6M8 /
2024-06-05 8:38:32 AM |
Chg.+0.020 |
Bid8:19:04 PM |
Ask8:19:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
+4.76% |
0.480 Bid Size: 75,000 |
- 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: |
10.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.99 |
Historic volatility: |
0.19 |
Parity: |
0.08 |
Time value: |
0.31 |
Break-even: |
449.00 |
Moneyness: |
1.02 |
Premium: |
0.07 |
Premium p.a.: |
4.00 |
Spread abs.: |
-0.04 |
Spread %: |
-9.30% |
Delta: |
0.58 |
Theta: |
-1.08 |
Omega: |
6.25 |
Rho: |
0.09 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.440 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.76% |
1 Month |
|
|
+62.96% |
3 Months |
|
|
+300.00% |
YTD |
|
|
+214.29% |
1 Year |
|
|
+519.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.380 |
1M High / 1M Low: |
0.560 |
0.310 |
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: |
|
0.414 |
Avg. volume 1W: |
|
78 |
Avg. price 1M: |
|
0.443 |
Avg. volume 1M: |
|
17.727 |
Avg. price 6M: |
|
0.177 |
Avg. volume 6M: |
|
166.240 |
Avg. price 1Y: |
|
0.115 |
Avg. volume 1Y: |
|
81.172 |
Volatility 1M: |
|
163.04% |
Volatility 6M: |
|
355.24% |
Volatility 1Y: |
|
296.38% |
Volatility 3Y: |
|
- |