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JP Morgan Call 420 GOS 20.06.2025/  DE000JL7B0J5  /

EUWAX
13/08/2024  11:27:46 Chg.- Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.850EUR - -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 420.00 - 20/06/2025 Call
 

Master data

WKN: JL7B0J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 20/06/2025
Issue date: 03/07/2023
Last trading day: 15/08/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.15
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.23
Implied volatility: 0.45
Historic volatility: 0.20
Parity: 0.23
Time value: 0.63
Break-even: 506.00
Moneyness: 1.05
Premium: 0.14
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.66
Theta: -0.13
Omega: 3.38
Rho: 1.61
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.890
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+25.00%
3 Months  
+26.87%
YTD  
+142.86%
1 Year  
+400.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.890 0.680
6M High / 6M Low: 1.030 0.300
High (YTD): 01/08/2024 1.030
Low (YTD): 29/01/2024 0.280
52W High: 01/08/2024 1.030
52W Low: 26/10/2023 0.083
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   0.621
Avg. volume 6M:   62.500
Avg. price 1Y:   0.410
Avg. volume 1Y:   58.824
Volatility 1M:   111.84%
Volatility 6M:   120.61%
Volatility 1Y:   135.25%
Volatility 3Y:   -