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JP Morgan Put 400 GOS 21.06.2024/  DE000JS3D0Y1  /

EUWAX
2024-05-31  8:18:23 AM Chg.-0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.004EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 400.00 - 2024-06-21 Put
 

Master data

WKN: JS3D0Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2022-12-06
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -350.68
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.21
Time value: 0.01
Break-even: 398.80
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 1.54
Spread abs.: 0.01
Spread %: 500.00%
Delta: -0.12
Theta: -0.09
Omega: -42.87
Rho: -0.03
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -88.57%
3 Months
  -97.89%
YTD
  -98.46%
1 Year
  -99.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.036 0.002
6M High / 6M Low: 0.540 0.002
High (YTD): 2024-01-18 0.310
Low (YTD): 2024-05-28 0.002
52W High: 2023-10-27 1.010
52W Low: 2024-05-28 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   0.455
Avg. volume 1Y:   3.922
Volatility 1M:   508.45%
Volatility 6M:   282.42%
Volatility 1Y:   208.90%
Volatility 3Y:   -