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JP Morgan Call 420 GOS 21.06.2024/  DE000JQ5A6N6  /

EUWAX
2024-05-20  8:34:39 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.460EUR - -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 420.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-05-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.10
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 1.33
Historic volatility: 0.19
Parity: -0.02
Time value: 0.46
Break-even: 466.00
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 10.68
Spread abs.: -0.01
Spread %: -2.13%
Delta: 0.55
Theta: -1.46
Omega: 5.02
Rho: 0.08
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.420
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+130.00%
3 Months  
+447.62%
YTD  
+318.18%
1 Year  
+721.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.460 0.230
6M High / 6M Low: 0.460 0.022
High (YTD): 2024-05-20 0.460
Low (YTD): 2024-03-19 0.052
52W High: 2024-05-20 0.460
52W Low: 2023-10-27 0.007
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.076
Avg. volume 1Y:   0.000
Volatility 1M:   186.08%
Volatility 6M:   417.64%
Volatility 1Y:   334.02%
Volatility 3Y:   -