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JP Morgan Call 450 GOS 21.06.2024/  DE000JQ5A6R7  /

EUWAX
31/05/2024  08:38:28 Chg.+0.005 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.090EUR +5.88% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 450.00 - 21/06/2024 Call
 

Master data

WKN: JQ5A6R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 21/06/2024
Issue date: 31/08/2022
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 41.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.20
Parity: -0.34
Time value: 0.10
Break-even: 460.00
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 4.82
Spread abs.: 0.01
Spread %: 7.53%
Delta: 0.30
Theta: -0.47
Omega: 12.63
Rho: 0.07
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.085
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month  
+63.64%
3 Months  
+190.32%
YTD  
+80.00%
1 Year  
+181.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.085
1M High / 1M Low: 0.210 0.052
6M High / 6M Low: 0.210 0.007
High (YTD): 22/05/2024 0.210
Low (YTD): 19/04/2024 0.014
52W High: 22/05/2024 0.210
52W Low: 30/10/2023 0.003
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   0.034
Avg. volume 1Y:   15.625
Volatility 1M:   321.47%
Volatility 6M:   511.71%
Volatility 1Y:   399.51%
Volatility 3Y:   -