OverviewChartNewsTraderScreen

JP Morgan Call 520 GOS 17.01.2025/  DE000JS4HJT6  /

EUWAX
8/15/2024  8:59:03 AM Chg.+0.030 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.240EUR +14.29% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 520.00 - 1/17/2025 Call
 

Master data

WKN: JS4HJT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 1/17/2025
Issue date: 12/29/2022
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.87
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -0.67
Time value: 0.24
Break-even: 544.00
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.36
Theta: -0.15
Omega: 6.74
Rho: 0.58
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+26.32%
3 Months  
+60.00%
YTD  
+252.94%
1 Year  
+727.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.310 0.140
6M High / 6M Low: 0.310 0.035
High (YTD): 7/31/2024 0.310
Low (YTD): 3/20/2024 0.035
52W High: 7/31/2024 0.310
52W Low: 10/27/2023 0.009
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.073
Avg. volume 1Y:   0.000
Volatility 1M:   312.53%
Volatility 6M:   220.54%
Volatility 1Y:   223.47%
Volatility 3Y:   -