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JP Morgan Call 480 GOS 21.06.2024/  DE000JQ5A6U1  /

EUWAX
2024-06-05  8:38:32 AM Chg.+0.002 Bid6:03:57 PM Ask6:03:57 PM Underlying Strike price Expiration date Option type
0.012EUR +20.00% 0.018
Bid Size: 200,000		 0.028
Ask Size: 200,000		 GOLDMAN SACHS GRP IN... 480.00 - 2024-06-21 Call
 

Master data

WKN: JQ5A6U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2024-06-21
Issue date: 2022-08-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 199.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.19
Parity: -0.62
Time value: 0.02
Break-even: 482.10
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 24.34
Spread abs.: 0.01
Spread %: 90.91%
Delta: 0.11
Theta: -0.25
Omega: 20.97
Rho: 0.02
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -7.69%
3 Months  
+20.00%
YTD
  -42.86%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.009
1M High / 1M Low: 0.050 0.009
6M High / 6M Low: 0.050 0.003
High (YTD): 2024-05-22 0.050
Low (YTD): 2024-04-19 0.003
52W High: 2024-05-22 0.050
52W Low: 2023-10-30 0.001
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.013
Avg. volume 6M:   0.000
Avg. price 1Y:   0.011
Avg. volume 1Y:   0.000
Volatility 1M:   568.64%
Volatility 6M:   561.22%
Volatility 1Y:   471.90%
Volatility 3Y:   -