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JP Morgan Call 260 GDX 17.01.2025/  DE000JL0PZ39  /

EUWAX
2024-06-20  10:37:33 AM Chg.- Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
4.36EUR - -
Bid Size: -		 -
Ask Size: -		 GENL DYNAMICS CORP. ... 260.00 - 2025-01-17 Call
 

Master data

WKN: JL0PZ3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GENL DYNAMICS CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-04-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.16
Leverage: Yes

Calculated values

Fair value: 2.82
Intrinsic value: 1.89
Implied volatility: 0.40
Historic volatility: 0.15
Parity: 1.89
Time value: 2.64
Break-even: 305.30
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.15
Spread %: 3.42%
Delta: 0.67
Theta: -0.09
Omega: 4.16
Rho: 0.82
 

Quote data

Open: 4.36
High: 4.36
Low: 4.36
Previous Close: 4.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.51%
1 Month  
+1.63%
3 Months  
+27.86%
YTD  
+75.10%
1 Year  
+315.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.36 3.90
1M High / 1M Low: 4.83 3.90
6M High / 6M Low: 4.83 1.96
High (YTD): 2024-06-03 4.83
Low (YTD): 2024-01-23 1.96
52W High: 2024-06-03 4.83
52W Low: 2023-09-12 0.94
Avg. price 1W:   4.17
Avg. volume 1W:   0.00
Avg. price 1M:   4.33
Avg. volume 1M:   0.00
Avg. price 6M:   3.49
Avg. volume 6M:   0.00
Avg. price 1Y:   2.52
Avg. volume 1Y:   0.00
Volatility 1M:   88.21%
Volatility 6M:   91.62%
Volatility 1Y:   102.58%
Volatility 3Y:   -