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JP Morgan Call 290 GDX 17.01.2025/  DE000JL0PZ70  /

EUWAX
2024-09-24  10:26:31 AM Chg.+0.06 Bid3:59:59 PM Ask3:59:59 PM Underlying Strike price Expiration date Option type
2.44EUR +2.52% 2.38
Bid Size: 25,000		 2.42
Ask Size: 25,000		 GENL DYNAMICS CORP. ... 290.00 - 2025-01-17 Call
 

Master data

WKN: JL0PZ7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GENL DYNAMICS CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 2025-01-17
Issue date: 2023-04-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.00
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.16
Parity: -1.27
Time value: 2.52
Break-even: 315.20
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.50
Spread abs.: 0.10
Spread %: 4.13%
Delta: 0.50
Theta: -0.14
Omega: 5.52
Rho: 0.36
 

Quote data

Open: 2.44
High: 2.44
Low: 2.44
Previous Close: 2.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.79%
1 Month  
+41.86%
3 Months  
+8.44%
YTD  
+92.13%
1 Year  
+442.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.51 2.20
1M High / 1M Low: 2.51 1.46
6M High / 6M Low: 2.74 1.25
High (YTD): 2024-06-03 2.74
Low (YTD): 2024-01-23 0.93
52W High: 2024-06-03 2.74
52W Low: 2023-09-26 0.46
Avg. price 1W:   2.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.99
Avg. volume 1M:   0.00
Avg. price 6M:   2.04
Avg. volume 6M:   0.00
Avg. price 1Y:   1.63
Avg. volume 1Y:   0.00
Volatility 1M:   170.50%
Volatility 6M:   159.75%
Volatility 1Y:   155.72%
Volatility 3Y:   -