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JP Morgan Call 280 GDX 17.01.2025/  DE000JL0PZ54  /

EUWAX
08/11/2024  10:38:06 Chg.-0.24 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
2.81EUR -7.87% -
Bid Size: -		 -
Ask Size: -		 GENL DYNAMICS CORP. ... 280.00 - 17/01/2025 Call
 

Master data

WKN: JL0PZ5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GENL DYNAMICS CORP. DL 1
Type: Warrant
Option type: Call
Strike price: 280.00 -
Maturity: 17/01/2025
Issue date: 11/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.83
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 0.87
Implied volatility: 0.55
Historic volatility: 0.15
Parity: 0.87
Time value: 2.40
Break-even: 312.70
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.52
Spread abs.: 0.15
Spread %: 4.81%
Delta: 0.61
Theta: -0.21
Omega: 5.36
Rho: 0.27
 

Quote data

Open: 2.81
High: 2.81
Low: 2.81
Previous Close: 3.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.25%
1 Month  
+22.17%
3 Months  
+8.49%
YTD  
+73.46%
1 Year  
+126.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.05 1.92
1M High / 1M Low: 3.25 1.81
6M High / 6M Low: 3.38 1.71
High (YTD): 03/06/2024 3.38
Low (YTD): 23/01/2024 1.21
52W High: 03/06/2024 3.38
52W Low: 29/11/2023 1.13
Avg. price 1W:   2.56
Avg. volume 1W:   0.00
Avg. price 1M:   2.68
Avg. volume 1M:   0.00
Avg. price 6M:   2.60
Avg. volume 6M:   0.00
Avg. price 1Y:   2.28
Avg. volume 1Y:   0.00
Volatility 1M:   201.72%
Volatility 6M:   146.12%
Volatility 1Y:   130.23%
Volatility 3Y:   -