JP Morgan Call 455 GS/  DE000JK83MT6  /

EUWAX
2024-06-06  4:59:58 PM Chg.- Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.056EUR - -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 455.00 USD 2024-06-07 Call
 

Master data

WKN: JK83MT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 455.00 USD
Maturity: 2024-06-07
Issue date: 2024-05-13
Last trading day: 2024-06-06
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 48.80
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.06
Implied volatility: 0.57
Historic volatility: 0.19
Parity: 0.06
Time value: 0.03
Break-even: 427.13
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 7.95
Spread abs.: 0.01
Spread %: 12.99%
Delta: 0.69
Theta: -2.25
Omega: 33.87
Rho: 0.01
 

Quote data

Open: 0.074
High: 0.074
Low: 0.056
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.23%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.038
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -