JP Morgan Call 51.6667 WMT 21.06.2024
/ DE000JS6ZTA2
JP Morgan Call 51.6667 WMT 21.06..../ DE000JS6ZTA2 /
| 2024-04-22 8:36:44 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
51.6667 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS6ZTA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.67 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-31 |
| Last trading day: |
2024-04-29 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.14 |
| Parity: |
1.19 |
| Time value: |
1.19 |
| Break-even: |
59.60 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.42% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
4.69 |
| Rho: |
0.04 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.78% |
| 3 Months |
|
|
+40.83% |
| YTD |
|
|
+138.00% |
| 1 Year |
|
|
+83.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.67 |
2.25 |
| 6M High / 6M Low: |
2.89 |
0.67 |
| High (YTD): |
2024-03-22 |
2.89 |
| Low (YTD): |
2024-01-05 |
0.91 |
| 52W High: |
2024-03-22 |
2.89 |
| 52W Low: |
2023-12-11 |
0.67 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.43 |
| Avg. volume 1M: |
|
357.14 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
85.47 |
| Avg. price 1Y: |
|
1.60 |
| Avg. volume 1Y: |
|
40.16 |
| Volatility 1M: |
|
64.39% |
| Volatility 6M: |
|
124.53% |
| Volatility 1Y: |
|
105.27% |
| Volatility 3Y: |
|
- |
