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JP Morgan Put 340 GOS 17.01.2025/  DE000JS36GG6  /

EUWAX
2024-05-17  8:59:02 AM Chg.+0.002 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.038EUR +5.56% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 340.00 - 2025-01-17 Put
 

Master data

WKN: JS36GG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Put
Strike price: 340.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -89.05
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.87
Time value: 0.05
Break-even: 335.20
Moneyness: 0.80
Premium: 0.22
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 26.32%
Delta: -0.10
Theta: -0.03
Omega: -8.88
Rho: -0.32
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.63%
1 Month
  -68.33%
3 Months
  -77.65%
YTD
  -78.89%
1 Year
  -91.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.036
1M High / 1M Low: 0.120 0.036
6M High / 6M Low: 0.320 0.036
High (YTD): 2024-01-18 0.200
Low (YTD): 2024-05-16 0.036
52W High: 2023-10-27 0.590
52W Low: 2024-05-16 0.036
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   0.291
Avg. volume 1Y:   0.000
Volatility 1M:   120.54%
Volatility 6M:   114.42%
Volatility 1Y:   101.97%
Volatility 3Y:   -