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JP Morgan Call 480 GS 20.06.2025/  DE000JB90U05  /

EUWAX
7/30/2024  10:53:42 AM Chg.-0.050 Bid7:13:57 PM Ask7:13:57 PM Underlying Strike price Expiration date Option type
0.540EUR -8.47% 0.620
Bid Size: 200,000		 0.630
Ask Size: 200,000		 Goldman Sachs Group ... 480.00 USD 6/20/2025 Call
 

Master data

WKN: JB90U0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 6/20/2025
Issue date: 12/21/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.80
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.12
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.12
Time value: 0.40
Break-even: 495.42
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.65
Theta: -0.08
Omega: 5.70
Rho: 2.17
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.20%
1 Month  
+68.75%
3 Months  
+86.21%
YTD  
+200.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.490
1M High / 1M Low: 0.600 0.340
6M High / 6M Low: 0.600 0.140
High (YTD): 7/17/2024 0.600
Low (YTD): 1/26/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.476
Avg. volume 1M:   0.000
Avg. price 6M:   0.290
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.05%
Volatility 6M:   128.46%
Volatility 1Y:   -
Volatility 3Y:   -