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JP Morgan Call 500 GS 20.06.2025/  DE000JB92J57  /

EUWAX
2024-07-30  10:54:03 AM Chg.-0.040 Bid6:52:31 PM Ask6:52:31 PM Underlying Strike price Expiration date Option type
0.450EUR -8.16% 0.530
Bid Size: 200,000		 0.540
Ask Size: 200,000		 Goldman Sachs Group ... 500.00 USD 2025-06-20 Call
 

Master data

WKN: JB92J5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-21
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.90
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.07
Time value: 0.46
Break-even: 508.14
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.58
Theta: -0.09
Omega: 5.70
Rho: 1.93
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+80.00%
3 Months  
+95.65%
YTD  
+221.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.500 0.270
6M High / 6M Low: 0.500 0.110
High (YTD): 2024-07-17 0.500
Low (YTD): 2024-01-26 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.388
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.74%
Volatility 6M:   141.25%
Volatility 1Y:   -
Volatility 3Y:   -