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JP Morgan Call 420 GS 20.06.2025/  DE000JL7B0J5  /

EUWAX
7/5/2024  11:14:21 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.750EUR -1.32% -
Bid Size: -		 -
Ask Size: -		 Goldman Sachs Group ... 420.00 USD 6/20/2025 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: 6/20/2025
Issue date: 7/3/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.95
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.41
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.41
Time value: 0.31
Break-even: 459.47
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.75
Theta: -0.07
Omega: 4.48
Rho: 2.39
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.97%
1 Month  
+11.94%
3 Months  
+78.57%
YTD  
+114.29%
1 Year  
+525.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.650
1M High / 1M Low: 0.760 0.590
6M High / 6M Low: 0.770 0.280
High (YTD): 5/20/2024 0.770
Low (YTD): 1/29/2024 0.280
52W High: 5/20/2024 0.770
52W Low: 10/26/2023 0.083
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.659
Avg. volume 1M:   0.000
Avg. price 6M:   0.474
Avg. volume 6M:   112
Avg. price 1Y:   0.328
Avg. volume 1Y:   55.336
Volatility 1M:   100.89%
Volatility 6M:   110.64%
Volatility 1Y:   132.93%
Volatility 3Y:   -