JP Morgan Call 56.6667 WMT 20.06.2025
/ DE000JB01V02
JP Morgan Call 56.6667 WMT 20.06..../ DE000JB01V02 /
| 8/9/2024 12:42:29 PM |
Chg.+0.23 |
Bid3:25:04 PM |
Ask3:25:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.84EUR |
+6.37% |
3.91
Bid Size: 15,000 |
-
Ask Size: - |
Walmart Inc |
56.6667 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JB01V0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.67 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
8/22/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.16 |
| Parity: |
3.02 |
| Time value: |
0.59 |
| Break-even: |
63.95 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.27 |
| Spread %: |
-6.96% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
4.74 |
| Rho: |
0.39 |
Quote data
| Open: |
3.84 |
| High: |
3.84 |
| Low: |
3.84 |
| Previous Close: |
3.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.86% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
+60.67% |
| YTD |
|
|
+220.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.51 |
3.61 |
| 1M High / 1M Low: |
4.73 |
3.61 |
| 6M High / 6M Low: |
4.73 |
1.83 |
| High (YTD): |
7/18/2024 |
4.73 |
| Low (YTD): |
1/5/2024 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.14 |
| Avg. volume 6M: |
|
1.97 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.18% |
| Volatility 6M: |
|
92.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
