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JP Morgan Call 460 GOS 21.06.2024/  DE000JQ5A6S5  /

EUWAX
2024-06-05  8:38:32 AM Chg.+0.009 Bid6:36:05 PM Ask6:36:05 PM Underlying Strike price Expiration date Option type
0.063EUR +16.67% 0.081
Bid Size: 250,000		 0.091
Ask Size: 250,000		 GOLDMAN SACHS GRP IN... 460.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 61.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.19
Parity: -0.42
Time value: 0.07
Break-even: 466.80
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 11.14
Spread abs.: 0.01
Spread %: 17.24%
Delta: 0.24
Theta: -0.50
Omega: 14.79
Rho: 0.04
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.62%
1 Month  
+70.27%
3 Months  
+215.00%
YTD  
+70.27%
1 Year  
+215.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.045
1M High / 1M Low: 0.140 0.043
6M High / 6M Low: 0.140 0.005
High (YTD): 2024-05-22 0.140
Low (YTD): 2024-04-19 0.009
52W High: 2024-05-22 0.140
52W Low: 2023-10-27 0.002
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.024
Avg. volume 1Y:   0.000
Volatility 1M:   443.58%
Volatility 6M:   546.39%
Volatility 1Y:   432.58%
Volatility 3Y:   -