JP Morgan Call 56.6667 WMT 20.06.2025
/ DE000JB01V02
JP Morgan Call 56.6667 WMT 20.06..../ DE000JB01V02 /
| 12/07/2024 08:37:13 |
Chg.-0.23 |
Bid16:04:06 |
Ask16:04:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.50EUR |
-4.86% |
4.38
Bid Size: 75,000 |
-
Ask Size: - |
Walmart Inc |
56.6667 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
22/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.20 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
3.62 |
| Time value: |
1.11 |
| Break-even: |
67.88 |
| Moneyness: |
1.23 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.26 |
| Spread %: |
5.82% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.39 |
| Rho: |
0.35 |
Quote data
| Open: |
4.50 |
| High: |
4.50 |
| Low: |
4.50 |
| Previous Close: |
4.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.40% |
| 1 Month |
|
|
+22.62% |
| 3 Months |
|
|
+82.93% |
| YTD |
|
|
+275.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.73 |
4.19 |
| 1M High / 1M Low: |
4.73 |
3.67 |
| 6M High / 6M Low: |
4.73 |
1.32 |
| High (YTD): |
11/07/2024 |
4.73 |
| Low (YTD): |
05/01/2024 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
1.97 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.70% |
| Volatility 6M: |
|
87.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
