JP Morgan Put 260 GOS 17.01.2025/  DE000JS4HEW1  /

EUWAX
2024-05-20  8:59:10 AM Chg.-0.001 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.009EUR -10.00% -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 260.00 - 2025-01-17 Put
 

Master data

WKN: JS4HEW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -226.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -1.70
Time value: 0.02
Break-even: 258.10
Moneyness: 0.60
Premium: 0.40
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 111.11%
Delta: -0.03
Theta: -0.02
Omega: -7.29
Rho: -0.10
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -66.67%
3 Months
  -81.25%
YTD
  -84.48%
1 Year
  -95.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.009
1M High / 1M Low: 0.025 0.009
6M High / 6M Low: 0.097 0.009
High (YTD): 2024-01-03 0.063
Low (YTD): 2024-05-16 0.009
52W High: 2023-10-27 0.220
52W Low: 2024-05-16 0.009
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.046
Avg. volume 6M:   0.000
Avg. price 1Y:   0.100
Avg. volume 1Y:   0.000
Volatility 1M:   123.14%
Volatility 6M:   109.57%
Volatility 1Y:   109.14%
Volatility 3Y:   -