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JP Morgan Put 400 GOS 21.06.2024/  DE000JS3D0Y1  /

EUWAX
2024-05-17  12:19:44 PM Chg.0.000 Bid9:55:07 PM Ask9:55:07 PM Underlying Strike price Expiration date Option type
0.003EUR 0.00% 0.003
Bid Size: 7,500		 0.013
Ask Size: 7,500		 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: -328.79
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -0.27
Time value: 0.01
Break-even: 398.70
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 333.33%
Delta: -0.11
Theta: -0.06
Omega: -35.22
Rho: -0.05
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -98.00%
3 Months
  -98.85%
YTD
  -98.85%
1 Year
  -99.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.003
1M High / 1M Low: 0.150 0.003
6M High / 6M Low: 0.600 0.003
High (YTD): 2024-01-18 0.310
Low (YTD): 2024-05-16 0.003
52W High: 2023-10-27 1.010
52W Low: 2024-05-16 0.003
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   0.000
Avg. price 1Y:   0.486
Avg. volume 1Y:   3.922
Volatility 1M:   342.58%
Volatility 6M:   237.04%
Volatility 1Y:   179.14%
Volatility 3Y:   -