JP Morgan Call 250 GDX 17.01.2025
/ DE000JL0PZ13
JP Morgan Call 250 GDX 17.01.2025/ DE000JL0PZ13 /
| 6/10/2024 10:43:10 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GENL DYNAMICS CORP. ... |
250.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL0PZ1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GENL DYNAMICS CORP. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/11/2023 |
| Last trading day: |
6/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.16 |
| Parity: |
2.58 |
| Time value: |
2.56 |
| Break-even: |
301.40 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.20 |
| Spread %: |
4.05% |
| Delta: |
0.70 |
| Theta: |
-0.09 |
| Omega: |
3.76 |
| Rho: |
0.79 |
Quote data
| Open: |
5.43 |
| High: |
5.43 |
| Low: |
5.43 |
| Previous Close: |
5.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.12% |
| 3 Months |
|
|
+41.04% |
| YTD |
|
|
+81.00% |
| 1 Year |
|
|
+320.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.63 |
4.82 |
| 6M High / 6M Low: |
5.63 |
2.43 |
| High (YTD): |
6/3/2024 |
5.63 |
| Low (YTD): |
1/23/2024 |
2.43 |
| 52W High: |
6/3/2024 |
5.63 |
| 52W Low: |
6/28/2023 |
1.22 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.71% |
| Volatility 6M: |
|
83.17% |
| Volatility 1Y: |
|
93.77% |
| Volatility 3Y: |
|
- |
