JP Morgan Call 70 WMT 17.01.2025
/ DE000JK3LKG3
JP Morgan Call 70 WMT 17.01.2025/ DE000JK3LKG3 /
| 2024-11-07 10:19:58 AM |
Chg.-0.07 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-4.96% |
1.36
Bid Size: 20,000 |
1.37
Ask Size: 20,000 |
Walmart Inc |
70.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK3LKG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
1.25 |
| Time value: |
0.09 |
| Break-even: |
78.63 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
5.28 |
| Rho: |
0.11 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.53% |
| 1 Month |
|
|
+16.52% |
| 3 Months |
|
|
+294.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.17 |
| 1M High / 1M Low: |
1.41 |
1.01 |
| 6M High / 6M Low: |
1.41 |
0.09 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
4,420.16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.54% |
| Volatility 6M: |
|
187.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
