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JP Morgan Call 420 GS 20.06.2025/  DE000JL7B0J5  /

EUWAX
2024-07-30  11:49:38 AM Chg.-0.070 Bid2024-07-30 Ask2024-07-30 Underlying Strike price Expiration date Option type
0.900EUR -7.22% 0.900
Bid Size: 50,000		 0.920
Ask Size: 50,000		 Goldman Sachs Group ... 420.00 USD 2025-06-20 Call
 

Master data

WKN: JL7B0J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 2025-06-20
Issue date: 2023-07-03
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.67
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.67
Time value: 0.25
Break-even: 480.20
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.22%
Delta: 0.82
Theta: -0.07
Omega: 4.05
Rho: 2.50
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+45.16%
3 Months  
+63.64%
YTD  
+157.14%
1 Year  
+246.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.850
1M High / 1M Low: 0.980 0.650
6M High / 6M Low: 0.980 0.290
High (YTD): 2024-07-17 0.980
Low (YTD): 2024-01-29 0.280
52W High: 2024-07-17 0.980
52W Low: 2023-10-26 0.083
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.822
Avg. volume 1M:   0.000
Avg. price 6M:   0.543
Avg. volume 6M:   112
Avg. price 1Y:   0.370
Avg. volume 1Y:   55.336
Volatility 1M:   82.14%
Volatility 6M:   110.53%
Volatility 1Y:   128.65%
Volatility 3Y:   -