JP Morgan Call 45 WMT 17.01.2025
/ DE000JS9A1R0
JP Morgan Call 45 WMT 17.01.2025/ DE000JS9A1R0 /
| 2024-09-20 10:24:48 AM |
Chg.-0.33 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.09EUR |
-3.50% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
45.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JS9A1R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-03-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.02 |
| Intrinsic value: |
8.88 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
8.88 |
| Time value: |
-0.77 |
| Break-even: |
67.36 |
| Moneyness: |
1.73 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.09 |
| High: |
9.09 |
| Low: |
9.09 |
| Previous Close: |
9.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.41% |
| 1 Month |
|
|
+13.48% |
| 3 Months |
|
|
+36.08% |
| YTD |
|
|
+215.63% |
| 1 Year |
|
|
+135.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.83 |
9.25 |
| 1M High / 1M Low: |
9.83 |
8.01 |
| 6M High / 6M Low: |
9.83 |
4.35 |
| High (YTD): |
2024-09-16 |
9.83 |
| Low (YTD): |
2024-01-05 |
2.82 |
| 52W High: |
2024-09-16 |
9.83 |
| 52W Low: |
2023-12-11 |
2.48 |
| Avg. price 1W: |
|
9.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.02 |
| Avg. volume 1Y: |
|
3.14 |
| Volatility 1M: |
|
32.03% |
| Volatility 6M: |
|
56.36% |
| Volatility 1Y: |
|
62.21% |
| Volatility 3Y: |
|
- |
