OverviewChartNewsTraderScreen

JP Morgan Call 240 GDX 17.01.2025/  DE000JL0PZ21  /

EUWAX
2024-06-04  10:42:54 AM Chg.-0.45 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
6.00EUR -6.98% -
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: 4.40
Leverage: Yes

Calculated values

Fair value: 4.04
Intrinsic value: 3.34
Implied volatility: 0.50
Historic volatility: 0.15
Parity: 3.34
Time value: 2.88
Break-even: 302.20
Moneyness: 1.14
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.20
Spread %: 3.32%
Delta: 0.72
Theta: -0.09
Omega: 3.17
Rho: 0.84
 

Quote data

Open: 6.00
High: 6.00
Low: 6.00
Previous Close: 6.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.69%
1 Month  
+13.85%
3 Months  
+37.93%
YTD  
+68.54%
1 Year  
+279.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.45 5.61
1M High / 1M Low: 6.45 5.36
6M High / 6M Low: 6.45 2.95
High (YTD): 2024-06-03 6.45
Low (YTD): 2024-01-23 2.95
52W High: 2024-06-03 6.45
52W Low: 2023-06-28 1.53
Avg. price 1W:   6.05
Avg. volume 1W:   0.00
Avg. price 1M:   5.93
Avg. volume 1M:   0.00
Avg. price 6M:   4.57
Avg. volume 6M:   1.76
Avg. price 1Y:   3.39
Avg. volume 1Y:   .86
Volatility 1M:   65.55%
Volatility 6M:   71.59%
Volatility 1Y:   83.69%
Volatility 3Y:   -