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JP Morgan Put 350 GOS 17.01.2025/  DE000JS36GJ0  /

EUWAX
2024-05-21  8:58:05 AM Chg.+0.006 Bid2024-05-21 Ask2024-05-21 Underlying Strike price Expiration date Option type
0.046EUR +15.00% 0.046
Bid Size: 15,000		 0.056
Ask Size: 15,000		 GOLDMAN SACHS GRP IN... 350.00 - 2025-01-17 Put
 

Master data

WKN: JS36GJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -77.50
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.76
Time value: 0.06
Break-even: 344.50
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 22.22%
Delta: -0.12
Theta: -0.03
Omega: -9.11
Rho: -0.37
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.36%
1 Month
  -64.62%
3 Months
  -75.79%
YTD
  -78.10%
1 Year
  -90.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.040
1M High / 1M Low: 0.120 0.040
6M High / 6M Low: 0.360 0.040
High (YTD): 2024-01-18 0.230
Low (YTD): 2024-05-20 0.040
52W High: 2023-10-27 0.660
52W Low: 2024-05-20 0.040
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   110.82%
Volatility 6M:   118.70%
Volatility 1Y:   102.96%
Volatility 3Y:   -