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JP Morgan Call 270 GDX 17.01.2025/  DE000JL0PZ47  /

EUWAX
04/10/2024  10:38:37 Chg.-0.22 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
3.26EUR -6.32% -
Bid Size: -		 -
Ask Size: -		 GENL DYNAMICS CORP. ... 270.00 - 17/01/2025 Call
 

Master data

WKN: JL0PZ4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GENL DYNAMICS CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 17/01/2025
Issue date: 11/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.06
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 0.40
Implied volatility: 0.53
Historic volatility: 0.16
Parity: 0.40
Time value: 3.00
Break-even: 304.00
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.44
Spread abs.: 0.10
Spread %: 3.03%
Delta: 0.59
Theta: -0.16
Omega: 4.75
Rho: 0.36
 

Quote data

Open: 3.26
High: 3.26
Low: 3.26
Previous Close: 3.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.81%
1 Month  
+3.49%
3 Months  
+27.84%
YTD  
+60.59%
1 Year  
+239.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.78 3.25
1M High / 1M Low: 3.94 2.95
6M High / 6M Low: 4.19 2.27
High (YTD): 03/06/2024 4.19
Low (YTD): 23/01/2024 1.56
52W High: 03/06/2024 4.19
52W Low: 06/10/2023 0.96
Avg. price 1W:   3.43
Avg. volume 1W:   0.00
Avg. price 1M:   3.51
Avg. volume 1M:   0.00
Avg. price 6M:   3.29
Avg. volume 6M:   .78
Avg. price 1Y:   2.70
Avg. volume 1Y:   .79
Volatility 1M:   119.84%
Volatility 6M:   119.53%
Volatility 1Y:   123.06%
Volatility 3Y:   -