OverviewChartNewsTraderScreen

JP Morgan Call 440 GOS 21.06.2024/  DE000JQ5A6Q9  /

EUWAX
2024-06-05  8:38:32 AM Chg.+0.010 Bid7:42:36 PM Ask7:42:36 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% 0.210
Bid Size: 200,000		 0.220
Ask Size: 200,000		 GOLDMAN SACHS GRP IN... 440.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 22.02
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.19
Parity: -0.22
Time value: 0.19
Break-even: 459.00
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 7.27
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.42
Theta: -0.86
Omega: 9.16
Rho: 0.07
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+87.50%
3 Months  
+328.57%
YTD  
+172.73%
1 Year  
+429.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.290 0.110
6M High / 6M Low: 0.290 0.011
High (YTD): 2024-05-22 0.290
Low (YTD): 2024-04-19 0.024
52W High: 2024-05-22 0.290
52W Low: 2023-10-27 0.004
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   0.049
Avg. volume 1Y:   0.000
Volatility 1M:   303.25%
Volatility 6M:   480.26%
Volatility 1Y:   379.11%
Volatility 3Y:   -