JP Morgan Call 490 GS 20.09.2024/  DE000JK8BBB3  /

EUWAX
2024-09-05  8:32:29 AM Chg.+0.017 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.100EUR +20.48% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 490.00 USD 2024-09-20 Call
 

Master data

WKN: JK8BBB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 490.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-14
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 40.89
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.01
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.01
Time value: 0.10
Break-even: 453.06
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.53
Theta: -0.36
Omega: 21.70
Rho: 0.09
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.083
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month  
+42.86%
3 Months  
+8.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.083
1M High / 1M Low: 0.220 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.179
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -