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JP Morgan Call 240 GDX 17.01.2025/  DE000JL0PZ21  /

EUWAX
2024-09-23  10:23:20 AM Chg.+0.21 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
6.31EUR +3.44% -
Bid Size: -		 -
Ask Size: -		 GENL DYNAMICS CORP. ... 240.00 - 2025-01-17 Call
 

Master data

WKN: JL0PZ2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GENL DYNAMICS CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-04-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.51
Leverage: Yes

Calculated values

Fair value: 3.80
Intrinsic value: 3.50
Implied volatility: 0.69
Historic volatility: 0.16
Parity: 3.50
Time value: 2.60
Break-even: 301.00
Moneyness: 1.15
Premium: 0.09
Premium p.a.: 0.33
Spread abs.: -0.17
Spread %: -2.71%
Delta: 0.72
Theta: -0.17
Omega: 3.23
Rho: 0.43
 

Quote data

Open: 6.31
High: 6.31
Low: 6.31
Previous Close: 6.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.77%
1 Month  
+19.28%
3 Months  
+2.77%
YTD  
+77.25%
1 Year  
+252.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.41 6.03
1M High / 1M Low: 6.41 4.95
6M High / 6M Low: 6.45 4.40
High (YTD): 2024-06-03 6.45
Low (YTD): 2024-01-23 2.95
52W High: 2024-06-03 6.45
52W Low: 2023-09-26 1.81
Avg. price 1W:   6.16
Avg. volume 1W:   0.00
Avg. price 1M:   5.65
Avg. volume 1M:   0.00
Avg. price 6M:   5.53
Avg. volume 6M:   0.00
Avg. price 1Y:   4.49
Avg. volume 1Y:   .87
Volatility 1M:   83.18%
Volatility 6M:   80.88%
Volatility 1Y:   85.50%
Volatility 3Y:   -