JP Morgan Call 500 GS 20.09.2024/  DE000JK977E9  /

EUWAX
2024-07-30  10:19:36 AM Chg.-0.050 Bid5:47:22 PM Ask5:47:22 PM Underlying Strike price Expiration date Option type
0.130EUR -27.78% 0.220
Bid Size: 200,000
0.230
Ask Size: 200,000
Goldman Sachs Group ... 500.00 USD 2024-09-20 Call
 

Master data

WKN: JK977E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-16
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 35.19
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.07
Time value: 0.13
Break-even: 475.08
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.47
Theta: -0.16
Omega: 16.55
Rho: 0.29
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month  
+217.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.100
1M High / 1M Low: 0.200 0.044
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   454.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -