JP Morgan Call 65 WMT 16.08.2024
/ DE000JK9Y7V8
JP Morgan Call 65 WMT 16.08.2024/ DE000JK9Y7V8 /
28/06/2024 11:45:32 |
Chg.-0.020 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-4.76% |
- Bid Size: - |
- Ask Size: - |
Walmart Inc |
65.00 USD |
16/08/2024 |
Call |
Master data
WKN: |
JK9Y7V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
20/05/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
0.25 |
Time value: |
0.13 |
Break-even: |
64.47 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
11.96 |
Rho: |
0.05 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.44% |
1 Month |
|
|
+81.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.390 |
1M High / 1M Low: |
0.460 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.417 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.337 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |