OverviewChartNewsTraderScreen

JP Morgan Put 220 GDX 17.01.2025/  DE000JL0PYY3  /

EUWAX
2024-06-21  10:17:43 AM Chg.-0.004 Bid4:43:38 PM Ask4:43:38 PM Underlying Strike price Expiration date Option type
0.081EUR -4.71% 0.085
Bid Size: 15,000		 0.170
Ask Size: 15,000		 GENL DYNAMICS CORP. ... 220.00 - 2025-01-17 Put
 

Master data

WKN: JL0PYY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GENL DYNAMICS CORP. DL 1
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-04-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -73.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -5.99
Time value: 0.38
Break-even: 216.20
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.43
Spread abs.: 0.30
Spread %: 375.00%
Delta: -0.11
Theta: -0.03
Omega: -8.00
Rho: -0.20
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.36%
1 Month
  -12.90%
3 Months
  -66.25%
YTD
  -90.36%
1 Year
  -96.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.085
1M High / 1M Low: 0.130 0.085
6M High / 6M Low: 1.030 0.085
High (YTD): 2024-01-17 1.030
Low (YTD): 2024-06-20 0.085
52W High: 2023-06-28 2.490
52W Low: 2024-06-20 0.085
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.406
Avg. volume 6M:   0.000
Avg. price 1Y:   1.060
Avg. volume 1Y:   0.000
Volatility 1M:   196.33%
Volatility 6M:   133.98%
Volatility 1Y:   109.44%
Volatility 3Y:   -