JP Morgan Call 125 KMB 17.01.2025
/ DE000JL7KP96
JP Morgan Call 125 KMB 17.01.2025/ DE000JL7KP96 /
| 7/9/2024 8:59:24 AM |
Chg.+0.10 |
Bid6:45:03 PM |
Ask6:45:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+6.33% |
1.71
Bid Size: 50,000 |
1.73
Ask Size: 50,000 |
Kimberly Clark Corp |
125.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JL7KP9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kimberly Clark Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/2/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
1.32 |
| Time value: |
0.44 |
| Break-even: |
133.01 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
4.76% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
5.94 |
| Rho: |
0.46 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.33% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
+76.84% |
| YTD |
|
|
+82.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.54 |
| 1M High / 1M Low: |
1.92 |
1.37 |
| 6M High / 6M Low: |
1.92 |
0.64 |
| High (YTD): |
6/20/2024 |
1.92 |
| Low (YTD): |
2/20/2024 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.05% |
| Volatility 6M: |
|
128.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
